+11,349.2%
GOOGL vs CASY
+4,857.2%
+6,492.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | -18.8% | +8.7% | -27.4% | -20.7% |
| 3M | -20.3% | -17.3% | -3.0% | -16.8% |
| 6M | -28.4% | -19.7% | -8.6% | -25.5% |
| YTD | -8.8% | +24.8% | -33.7% | -16.4% |
| 1Y | +0.3% | +31.9% | -31.6% | -9.7% |
| 3Y | +120.7% | +155.4% | -34.7% | +61.1% |
| 5Y | +93.1% | +250.6% | -157.4% | +26.7% |
| 10Y | +636.1% | +556.8% | +79.3% | +289.4% |
| All | +11,349.2% | +4,857.2% | +6,492.0% | +3,234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling