+147.5%
IBM vs CASY
+261.5%
-114.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -0.3% | +2.5% | -2.8% | -0.6% |
| 30D | +6.8% | +10.2% | -3.5% | +5.7% |
| 3M | +4.4% | -15.7% | +20.1% | +6.2% |
| 6M | +13.2% | -18.4% | +31.6% | +15.6% |
| YTD | -15.1% | +28.3% | -43.4% | -20.8% |
| 1Y | -20.2% | +32.6% | -52.7% | -26.1% |
| 3Y | +79.3% | +159.5% | -80.2% | +44.3% |
| 5Y | +147.5% | +263.9% | -116.4% | +83.6% |
| All | +147.5% | +261.5% | -114.1% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling