+40.0%
GLW vs CASY
+32.9%
+7.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.3% |
| 7D | +7.7% | +3.6% | +4.2% | +7.9% |
| 30D | -18.8% | +9.1% | -27.9% | -18.6% |
| 3M | -27.7% | -16.5% | -11.2% | -26.1% |
| 6M | -44.4% | -19.7% | -24.7% | -38.8% |
| YTD | +31.3% | +29.3% | +2.0% | +24.8% |
| 1Y | +40.0% | +33.1% | +6.9% | +33.9% |
| All | +40.0% | +32.9% | +7.2% | +33.9% |
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