+780.7%
GOOG vs CASY
+453.5%
+327.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +2.0% |
| 7D | 0.0% | -18.6% | +18.6% | +4.9% |
| 30D | -2.0% | -26.6% | +24.7% | +5.4% |
| 3M | -5.9% | -32.8% | +26.9% | +3.2% |
| 6M | +8.9% | -10.0% | +18.9% | +9.4% |
| YTD | +7.1% | +11.6% | -4.5% | +1.1% |
| 1Y | +39.7% | +11.5% | +28.2% | +31.5% |
| 3Y | +145.8% | +160.7% | -14.8% | +74.4% |
| 5Y | +138.6% | +232.4% | -93.8% | +54.1% |
| All | +780.7% | +453.5% | +327.2% | +382.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling