+9,101.3%
ITW vs CASY
+36,294.0%
-27,192.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -3.6% | +0.1% | -3.6% | -3.6% |
| 30D | -9.1% | -11.3% | +2.2% | -6.7% |
| 3M | +8.2% | -0.6% | +8.9% | +7.2% |
| 6M | -4.8% | +10.7% | -15.5% | -8.2% |
| YTD | +11.0% | +37.1% | -26.1% | +1.7% |
| 1Y | +4.2% | +52.3% | -48.1% | -7.1% |
| 3Y | +17.3% | +215.2% | -197.9% | -13.6% |
| 5Y | +33.0% | +276.5% | -243.5% | -6.8% |
| 10Y | +182.3% | +508.4% | -326.0% | +74.4% |
| All | +9,101.3% | +36,294.0% | -27,192.7% | +2,617.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling