+40.6%
GLW vs CASY
+32.1%
+8.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.3% | -5.8% |
| 7D | -9.5% | +0.8% | -10.3% | -9.4% |
| 30D | -25.5% | +9.4% | -34.9% | -25.5% |
| 3M | -25.6% | -20.6% | -5.0% | -24.3% |
| 6M | -25.5% | -20.7% | -4.8% | -20.7% |
| YTD | +36.4% | +22.5% | +13.9% | +31.6% |
| 1Y | +40.6% | +29.5% | +11.1% | +36.9% |
| All | +40.6% | +32.1% | +8.5% | +36.9% |
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 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