+106.4%
INTC vs CASY
+539.5%
-433.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -4.0% | +5.0% | -9.0% | -5.3% |
| 30D | -44.5% | +8.2% | -52.7% | -45.9% |
| 3M | -40.4% | -18.2% | -22.2% | -37.5% |
| 6M | -53.5% | -18.6% | -34.9% | -51.7% |
| YTD | +57.5% | +26.8% | +30.7% | +41.2% |
| 1Y | +51.2% | +31.6% | +19.6% | +33.3% |
| 3Y | +51.6% | +156.5% | -104.9% | +3.8% |
| 5Y | +23.5% | +258.6% | -235.1% | -26.5% |
| 10Y | +106.4% | +550.3% | -443.9% | +1.4% |
| All | +106.4% | +539.5% | -433.1% | +1.4% |
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