+746.7%
GOOGL vs CASY
+468.0%
+278.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.2% | +12.0% | +1.2% |
| 7D | -1.9% | -16.5% | +14.7% | +2.4% |
| 30D | -7.5% | -26.4% | +18.9% | -0.5% |
| 3M | -9.2% | -17.3% | +8.1% | -6.4% |
| 6M | +8.1% | -5.2% | +13.3% | +7.1% |
| YTD | +5.8% | +14.1% | -8.2% | -0.5% |
| 1Y | +38.3% | +16.6% | +21.7% | +28.7% |
| 3Y | +144.8% | +163.7% | -19.0% | +73.5% |
| 5Y | +132.5% | +231.3% | -98.8% | +50.7% |
| 10Y | +746.7% | +462.9% | +283.8% | +360.5% |
| All | +746.7% | +468.0% | +278.7% | +360.5% |
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