+114.5%
GOOG vs CASY
+156.4%
-41.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +2.4% | +5.0% | -2.6% | +1.9% |
| 30D | -18.1% | +8.2% | -26.3% | -18.8% |
| 3M | -19.9% | -18.2% | -1.7% | -18.3% |
| 6M | -28.2% | -18.6% | -9.6% | -26.6% |
| YTD | -9.0% | +26.8% | -35.8% | -13.4% |
| 1Y | -1.7% | +31.6% | -33.3% | -7.2% |
| 3Y | +114.5% | +156.5% | -42.0% | +84.0% |
| All | +114.5% | +156.4% | -41.8% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling