-4.3%
M vs CASY
+539.5%
-543.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +5.0% | +5.0% | +0.1% | +2.3% |
| 30D | +10.6% | +8.2% | +2.4% | +5.8% |
| 3M | +1.6% | -18.2% | +19.8% | +12.2% |
| 6M | +30.8% | -18.6% | +49.4% | +41.2% |
| YTD | +16.9% | +26.8% | -9.9% | -5.1% |
| 1Y | +26.3% | +31.6% | -5.3% | -0.2% |
| 3Y | +158.6% | +156.5% | +2.1% | +21.6% |
| 5Y | +2.1% | +258.6% | -256.5% | -63.8% |
| 10Y | -4.3% | +550.3% | -554.6% | -75.9% |
| All | -4.3% | +539.5% | -543.8% | -75.9% |
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