+622.2%
GOOGL vs CASY
+551.3%
+70.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +3.3% | +3.6% | -0.3% | +2.4% |
| 30D | -18.1% | +7.2% | -25.3% | -19.6% |
| 3M | -18.6% | -16.9% | -1.7% | -15.3% |
| 6M | -28.0% | -19.3% | -8.7% | -25.3% |
| YTD | -7.8% | +25.6% | -33.4% | -15.6% |
| 1Y | +3.6% | +30.2% | -26.5% | -6.3% |
| 3Y | +123.4% | +154.9% | -31.5% | +61.6% |
| 5Y | +95.3% | +252.1% | -156.8% | +24.9% |
| 10Y | +622.2% | +535.8% | +86.3% | +285.2% |
| All | +622.2% | +551.3% | +70.9% | +285.2% |
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