+37.4%
GILD vs CASY
+51.2%
-13.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +14.6% | -11.3% | +25.9% | +14.4% |
| 3M | +17.7% | -0.6% | +18.3% | +17.5% |
| 6M | +3.1% | +10.7% | -7.6% | +1.9% |
| YTD | +24.5% | +37.1% | -12.6% | +20.7% |
| 1Y | +37.4% | +52.3% | -14.9% | +29.4% |
| All | +37.4% | +51.2% | -13.8% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling