-4.9%
DOW vs CASY
+472.1%
-477.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -9.5% | +1.1% | -10.6% | -9.9% |
| 30D | +13.1% | +8.7% | +4.4% | +9.5% |
| 3M | +4.8% | -17.3% | +22.1% | +11.4% |
| 6M | -16.7% | -19.7% | +3.1% | -11.1% |
| YTD | +38.9% | +24.8% | +14.0% | +22.4% |
| 1Y | +48.3% | +31.9% | +16.4% | +27.2% |
| 3Y | -24.4% | +155.4% | -179.7% | -54.6% |
| 5Y | -29.2% | +250.6% | -279.8% | -65.8% |
| All | -4.9% | +472.1% | -477.0% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling