+40.7%
ILMN vs CASY
+215.7%
-175.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.2% | -11.3% | +20.5% | +11.1% |
| 3M | +29.8% | -0.6% | +30.5% | +28.8% |
| 6M | +69.2% | +10.7% | +58.5% | +64.1% |
| YTD | +66.4% | +37.1% | +29.3% | +54.0% |
| 1Y | +123.4% | +52.3% | +71.1% | +101.1% |
| All | +40.7% | +215.7% | -175.0% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling