+424.6%
ETSY vs CASY
+453.5%
-28.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +2.3% |
| 7D | -4.9% | -18.6% | +13.7% | +1.7% |
| 30D | -8.6% | -26.6% | +18.0% | +1.2% |
| 3M | +4.8% | -32.8% | +37.6% | +19.0% |
| 6M | +38.1% | -10.0% | +48.1% | +38.1% |
| YTD | +31.2% | +11.6% | +19.6% | +20.2% |
| 1Y | +22.1% | +11.5% | +10.6% | +11.6% |
| 3Y | +12.2% | +160.7% | -148.4% | -31.1% |
| 5Y | -66.5% | +232.4% | -298.9% | -81.7% |
| All | +424.6% | +453.5% | -28.9% | +123.6% |
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