+151.2%
GE vs CASY
+550.0%
-398.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.2% |
| 7D | +5.1% | +2.5% | +2.6% | +4.4% |
| 30D | +7.6% | +10.2% | -2.7% | +4.3% |
| 3M | -9.3% | -15.7% | +6.4% | -5.1% |
| 6M | +11.5% | -18.4% | +29.9% | +16.3% |
| YTD | +7.9% | +28.3% | -20.4% | -4.5% |
| 1Y | +7.6% | +32.6% | -24.9% | -6.0% |
| 3Y | +265.9% | +159.5% | +106.3% | +142.4% |
| 5Y | +405.9% | +263.9% | +142.0% | +186.3% |
| All | +151.2% | +550.0% | -398.8% | +23.9% |
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