+112.2%
ILMN vs CASY
+155.2%
-43.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | -2.6% | +3.6% | -6.1% | -3.0% |
| 30D | -20.6% | +7.2% | -27.8% | -21.5% |
| 3M | +17.5% | -16.9% | +34.4% | +20.5% |
| 6M | +55.6% | -19.3% | +74.9% | +60.0% |
| YTD | +68.3% | +25.6% | +42.7% | +57.0% |
| 1Y | +81.1% | +30.2% | +51.0% | +67.3% |
| 3Y | +112.2% | +154.9% | -42.7% | +55.7% |
| All | +112.2% | +155.2% | -43.0% | +55.7% |
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