+105.9%
GILD vs CASY
+158.0%
-52.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.7% |
| 7D | -4.8% | -18.6% | +13.8% | -3.9% |
| 30D | +5.8% | -26.6% | +32.4% | +7.3% |
| 3M | +14.9% | -32.8% | +47.7% | +17.1% |
| 6M | -0.4% | -10.0% | +9.7% | -0.6% |
| YTD | +18.5% | +11.6% | +6.9% | +16.0% |
| 1Y | +25.1% | +11.5% | +13.6% | +22.3% |
| 3Y | +105.9% | +160.7% | -54.8% | +90.3% |
| All | +105.9% | +158.0% | -52.1% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling