+248.8%
EQIX vs CASY
+468.0%
-219.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.4% | +3.4% |
| 7D | +2.3% | -16.5% | +18.9% | +6.3% |
| 30D | +0.4% | -26.4% | +26.8% | +7.3% |
| 3M | -1.1% | -17.3% | +16.2% | +1.6% |
| 6M | +11.5% | -5.2% | +16.7% | +10.2% |
| YTD | +38.2% | +14.1% | +24.1% | +29.9% |
| 1Y | +36.7% | +16.6% | +20.1% | +27.3% |
| 3Y | +44.1% | +163.7% | -119.6% | +4.6% |
| 5Y | +34.8% | +231.3% | -196.5% | -9.6% |
| 10Y | +248.8% | +462.9% | -214.1% | +100.3% |
| All | +248.8% | +468.0% | -219.2% | +100.3% |
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