+196.7%
EXC vs CASY
+555.0%
-358.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +1.4% | +3.6% | -2.2% | +0.5% |
| 30D | +8.6% | +9.1% | -0.5% | +6.1% |
| 3M | +2.4% | -16.5% | +18.9% | +6.7% |
| 6M | +6.5% | -19.7% | +26.2% | +11.3% |
| YTD | +9.0% | +29.3% | -20.2% | -0.9% |
| 1Y | +4.6% | +33.1% | -28.5% | -6.0% |
| 3Y | +33.5% | +158.5% | -125.0% | -5.5% |
| 5Y | +41.4% | +266.7% | -225.3% | -13.9% |
| All | +196.7% | +555.0% | -358.3% | +56.7% |
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