+123.4%
ILMN vs CASY
+51.2%
+72.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.2% | -11.3% | +20.5% | +9.3% |
| 3M | +29.8% | -0.6% | +30.5% | +29.5% |
| 6M | +69.2% | +10.7% | +58.5% | +70.6% |
| YTD | +66.4% | +37.1% | +29.3% | +70.2% |
| 1Y | +123.4% | +52.3% | +71.1% | +131.0% |
| All | +123.4% | +51.2% | +72.2% | +131.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling