+27.8%
ILMN vs CASY
+468.0%
-440.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.2% | +11.4% | +1.2% |
| 7D | -3.9% | -16.5% | +12.7% | +1.0% |
| 30D | +6.9% | -26.4% | +33.3% | +16.1% |
| 3M | +28.1% | -17.3% | +45.4% | +33.1% |
| 6M | +65.0% | -5.2% | +70.2% | +63.7% |
| YTD | +56.3% | +14.1% | +42.2% | +45.8% |
| 1Y | +108.7% | +16.6% | +92.1% | +92.6% |
| 3Y | +33.1% | +163.7% | -130.6% | -9.1% |
| 5Y | -54.1% | +231.3% | -285.4% | -71.3% |
| 10Y | +27.8% | +462.9% | -435.1% | -35.4% |
| All | +27.8% | +468.0% | -440.2% | -35.4% |
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