+248.9%
EQIX vs CASY
+8,081.0%
-7,832.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.8% |
| 7D | +7.6% | +2.5% | +5.1% | +6.7% |
| 30D | +5.2% | +10.2% | -5.0% | +1.8% |
| 3M | +0.8% | -15.7% | +16.5% | +5.4% |
| 6M | +0.2% | -18.4% | +18.6% | +4.4% |
| YTD | +42.2% | +28.3% | +13.9% | +26.6% |
| 1Y | +34.7% | +32.6% | +2.2% | +18.4% |
| 3Y | +49.0% | +159.5% | -110.5% | +1.4% |
| 5Y | +52.8% | +263.9% | -211.1% | -9.1% |
| 10Y | +300.4% | +548.5% | -248.1% | +83.4% |
| All | +248.9% | +8,081.0% | -7,832.1% | -38.1% |
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