-10.9%
DOW vs CASY
+422.8%
-433.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.2% | +13.7% | +4.7% |
| 7D | -6.0% | -16.5% | +10.5% | 0.0% |
| 30D | -2.7% | -26.4% | +23.6% | +8.3% |
| 3M | -10.5% | -17.3% | +6.8% | -5.6% |
| 6M | -12.4% | -5.2% | -7.2% | -13.3% |
| YTD | +30.0% | +14.1% | +15.9% | +18.9% |
| 1Y | +27.8% | +16.6% | +11.2% | +15.1% |
| 3Y | -34.9% | +163.7% | -198.6% | -62.3% |
| 5Y | -35.9% | +231.3% | -267.2% | -68.6% |
| All | -10.9% | +422.8% | -433.8% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling