+146.8%
GOOG vs CASY
+209.8%
-63.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.3% |
| 7D | +1.1% | -4.4% | +5.4% | +1.5% |
| 30D | -5.1% | -12.0% | +7.0% | -3.9% |
| 3M | -7.1% | -2.3% | -4.7% | -7.6% |
| 6M | +12.7% | +10.5% | +2.1% | +10.2% |
| YTD | +7.1% | +33.0% | -25.9% | +2.1% |
| 1Y | +43.6% | +41.1% | +2.5% | +35.4% |
| 3Y | +146.8% | +207.5% | -60.7% | +120.4% |
| All | +146.8% | +209.8% | -63.0% | +120.4% |
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 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