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  • GLW vs CASY✓SelectedUSD · CASYGLW vs CASY performance historyLatest closeAs of+5.68%09/04
Stock and ETF performance explorer

GLW vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,542.6%
CASY return
+36,294.0%
Excess return
-31,751.4%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D+5.7%-0.3%+6.0%+5.8%
7D+3.8%+0.1%+3.7%+3.7%
30D-1.3%-11.3%+10.0%+1.9%
3M-21.8%-0.6%-21.2%-23.1%
6M+6.9%+10.7%-3.8%+2.3%
YTD+77.2%+37.1%+40.0%+59.5%
1Y+123.2%+52.3%+70.9%+94.2%
3Y+400.0%+215.2%+184.8%+245.0%
5Y+342.8%+276.5%+66.3%+186.9%
10Y+771.4%+508.4%+263.0%+385.2%
All+4,542.6%+36,294.0%-31,751.4%+888.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling