+56.0%
ILMN vs CASY
+555.0%
-499.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -2.9% | +3.6% | -6.4% | -3.8% |
| 30D | -23.8% | +9.1% | -32.9% | -25.8% |
| 3M | +7.5% | -16.5% | +24.0% | +12.2% |
| 6M | +42.8% | -19.7% | +62.5% | +49.4% |
| YTD | +57.8% | +29.3% | +28.6% | +41.6% |
| 1Y | +72.6% | +33.1% | +39.5% | +53.2% |
| 3Y | +129.3% | +158.5% | -29.2% | +59.6% |
| 5Y | -44.5% | +266.7% | -311.2% | -66.2% |
| All | +56.0% | +555.0% | -499.0% | -23.0% |
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