-8.1%
M vs CASY
+555.0%
-563.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +7.0% | +3.6% | +3.5% | +5.0% |
| 30D | +8.9% | +9.1% | -0.1% | +3.7% |
| 3M | +4.5% | -16.5% | +21.0% | +14.2% |
| 6M | +36.2% | -19.7% | +55.9% | +48.6% |
| YTD | +15.1% | +29.3% | -14.1% | -7.5% |
| 1Y | +27.4% | +33.1% | -5.7% | +0.2% |
| 3Y | +160.1% | +158.5% | +1.6% | +22.0% |
| 5Y | -1.6% | +266.7% | -268.3% | -65.5% |
| All | -8.1% | +555.0% | -563.1% | -76.9% |
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