+76.6%
ILMN vs CASY
+31.3%
+45.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | -9.8% | +5.0% | -14.8% | -9.8% |
| 30D | -22.7% | +8.2% | -30.9% | -23.0% |
| 3M | +12.1% | -18.2% | +30.2% | +13.1% |
| 6M | +51.5% | -18.6% | +70.1% | +53.4% |
| YTD | +63.9% | +26.8% | +37.1% | +62.1% |
| 1Y | +76.6% | +31.6% | +45.0% | +72.6% |
| All | +76.6% | +31.3% | +45.3% | +72.6% |
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