+214.9%
ICE vs CASY
+468.0%
-253.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.4% | +2.5% |
| 7D | -0.9% | -16.5% | +15.7% | +3.1% |
| 30D | +4.0% | -26.4% | +30.3% | +11.3% |
| 3M | +11.0% | -17.3% | +28.3% | +14.6% |
| 6M | -5.0% | -5.2% | +0.3% | -5.6% |
| YTD | -2.7% | +14.1% | -16.8% | -8.1% |
| 1Y | -8.6% | +16.6% | -25.2% | -14.3% |
| 3Y | +41.4% | +163.7% | -122.3% | +3.8% |
| 5Y | +39.9% | +231.3% | -191.4% | -5.1% |
| 10Y | +214.9% | +462.9% | -248.0% | +85.9% |
| All | +214.9% | +468.0% | -253.1% | +85.9% |
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