-10.8%
DOW vs CASY
+528.4%
-539.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +0.4% | -11.3% | +11.7% | +4.8% |
| 3M | -14.4% | -0.6% | -13.8% | -15.3% |
| 6M | -7.0% | +10.7% | -17.7% | -12.6% |
| YTD | +30.2% | +37.1% | -6.9% | +11.7% |
| 1Y | +29.2% | +52.3% | -23.1% | +5.3% |
| 3Y | -36.7% | +215.2% | -251.9% | -65.4% |
| 5Y | -37.7% | +276.5% | -314.2% | -70.3% |
| All | -10.8% | +528.4% | -539.2% | -67.8% |
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