+59.8%
ILMN vs CASY
+553.2%
-493.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.5% |
| 7D | -9.7% | +1.1% | -10.8% | -10.0% |
| 30D | -20.4% | +8.7% | -29.1% | -22.4% |
| 3M | +10.0% | -17.3% | +27.3% | +15.0% |
| 6M | +49.5% | -19.7% | +69.2% | +56.2% |
| YTD | +62.5% | +24.8% | +37.7% | +47.3% |
| 1Y | +76.0% | +31.9% | +44.1% | +56.5% |
| 3Y | +94.2% | +155.4% | -61.2% | +35.6% |
| 5Y | -46.3% | +250.6% | -296.9% | -66.8% |
| All | +59.8% | +553.2% | -493.3% | -19.3% |
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