+82.9%
ES vs CASY
+553.2%
-470.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +7.1% | +8.7% | -1.6% | +4.9% |
| 3M | -1.9% | -17.3% | +15.4% | +2.2% |
| 6M | +4.4% | -19.7% | +24.1% | +8.7% |
| YTD | +7.3% | +24.8% | -17.5% | -1.3% |
| 1Y | +2.1% | +31.9% | -29.8% | -7.8% |
| 3Y | +41.8% | +155.4% | -113.5% | +2.0% |
| 5Y | +1.4% | +250.6% | -249.1% | -35.7% |
| All | +82.9% | +553.2% | -470.2% | -2.2% |
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