+2,413.6%
IBM vs CASY
+36,294.0%
-33,880.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.3% | -11.3% | +11.6% | +2.3% |
| 3M | -21.6% | -0.6% | -21.0% | -22.0% |
| 6M | -4.7% | +10.7% | -15.4% | -7.5% |
| YTD | -19.1% | +37.1% | -56.2% | -24.6% |
| 1Y | -2.5% | +52.3% | -54.8% | -11.2% |
| 3Y | +74.2% | +215.2% | -141.0% | +37.2% |
| 5Y | +113.1% | +276.5% | -163.4% | +61.1% |
| 10Y | +133.5% | +508.4% | -374.8% | +59.9% |
| All | +2,413.6% | +36,294.0% | -33,880.4% | +850.0% |
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