+237.0%
EQIX vs CASY
+8,645.3%
-8,408.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -1.4% | -11.3% | +9.9% | +2.3% |
| 3M | -4.4% | -0.6% | -3.8% | -5.8% |
| 6M | +7.9% | +10.7% | -2.8% | +2.2% |
| YTD | +37.3% | +37.1% | +0.2% | +20.8% |
| 1Y | +37.8% | +52.3% | -14.5% | +16.5% |
| 3Y | +42.0% | +215.2% | -173.2% | -9.0% |
| 5Y | +29.6% | +276.5% | -246.9% | -23.1% |
| 10Y | +238.3% | +508.4% | -270.0% | +60.1% |
| All | +237.0% | +8,645.3% | -8,408.3% | -41.0% |
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