+95.6%
F vs CASY
+505.6%
-410.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +4.6% | -11.3% | +15.9% | +8.7% |
| 3M | -3.7% | -0.6% | -3.0% | -5.6% |
| 6M | +16.8% | +10.7% | +6.1% | +9.2% |
| YTD | +15.3% | +37.1% | -21.8% | -1.2% |
| 1Y | +31.0% | +52.3% | -21.3% | +6.9% |
| 3Y | +45.4% | +215.2% | -169.8% | -17.2% |
| 5Y | +54.7% | +276.5% | -221.8% | -20.5% |
| All | +95.6% | +505.6% | -410.0% | -18.7% |
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