+87.9%
IT vs CASY
+550.0%
-462.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -3.7% | +2.5% | -6.1% | -4.3% |
| 30D | -3.1% | +10.2% | -13.3% | -5.5% |
| 3M | +6.3% | -15.7% | +22.0% | +10.6% |
| 6M | +24.8% | -18.4% | +43.1% | +29.8% |
| YTD | -24.4% | +28.3% | -52.6% | -32.2% |
| 1Y | -17.1% | +32.6% | -49.6% | -26.6% |
| 3Y | -53.6% | +159.5% | -213.1% | -67.7% |
| 5Y | -42.5% | +263.9% | -306.4% | -64.9% |
| All | +87.9% | +550.0% | -462.1% | -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