-4.0%
M vs CASY
+568.7%
-572.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | +4.7% | +0.1% | +4.6% | +4.6% |
| 30D | -9.6% | -11.3% | +1.7% | -3.7% |
| 3M | +0.9% | -0.6% | +1.5% | -1.8% |
| 6M | +22.3% | +10.7% | +11.6% | +10.1% |
| YTD | +6.5% | +37.1% | -30.6% | -16.2% |
| 1Y | +38.8% | +52.3% | -13.5% | +1.4% |
| 3Y | +115.9% | +215.2% | -99.3% | -10.9% |
| 5Y | +28.6% | +276.5% | -247.9% | -54.4% |
| All | -4.0% | +568.7% | -572.7% | -76.1% |
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