+142.4%
GILD vs CASY
+229.6%
-87.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.5% |
| 7D | -4.8% | -18.6% | +13.8% | -2.8% |
| 30D | +5.8% | -26.6% | +32.4% | +9.2% |
| 3M | +14.9% | -32.8% | +47.7% | +19.8% |
| 6M | -0.4% | -10.0% | +9.7% | -0.5% |
| YTD | +18.5% | +11.6% | +6.9% | +14.4% |
| 1Y | +25.1% | +11.5% | +13.6% | +20.6% |
| 3Y | +105.9% | +160.7% | -54.8% | +67.6% |
| All | +142.4% | +229.6% | -87.2% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling