+91.4%
IT vs CASY
+549.1%
-457.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.0% | -4.4% | -6.6% |
| 7D | -9.1% | -4.4% | -4.8% | -8.0% |
| 30D | -7.0% | -12.0% | +5.0% | -4.0% |
| 3M | +7.6% | -2.3% | +10.0% | +7.2% |
| 6M | +2.1% | +10.5% | -8.4% | -2.8% |
| YTD | -31.6% | +33.0% | -64.6% | -39.0% |
| 1Y | -29.9% | +41.1% | -71.1% | -38.9% |
| 3Y | -51.3% | +207.5% | -258.8% | -67.8% |
| 5Y | -44.8% | +290.7% | -335.5% | -66.7% |
| 10Y | +91.4% | +556.5% | -465.1% | +0.7% |
| All | +91.4% | +549.1% | -457.7% | +0.7% |
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 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