+59.7%
ILMN vs CASY
+539.5%
-479.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -9.8% | +5.0% | -14.8% | -11.0% |
| 30D | -22.7% | +8.2% | -30.9% | -24.6% |
| 3M | +12.1% | -18.2% | +30.2% | +17.6% |
| 6M | +51.5% | -18.6% | +70.1% | +57.7% |
| YTD | +63.9% | +26.8% | +37.1% | +47.9% |
| 1Y | +76.6% | +31.6% | +45.0% | +57.2% |
| 3Y | +124.6% | +156.5% | -31.9% | +56.6% |
| 5Y | -42.7% | +258.6% | -301.3% | -64.9% |
| 10Y | +59.7% | +550.3% | -490.6% | -20.0% |
| All | +59.7% | +539.5% | -479.8% | -20.0% |
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 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