-9.5%
M vs CASY
+550.0%
-559.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.5% |
| 7D | +0.6% | +2.5% | -1.9% | -0.8% |
| 30D | +7.0% | +10.2% | -3.2% | +1.3% |
| 3M | +3.1% | -15.7% | +18.8% | +12.1% |
| 6M | +33.5% | -18.4% | +51.9% | +44.0% |
| YTD | +13.4% | +28.3% | -14.9% | -8.5% |
| 1Y | +22.4% | +32.6% | -10.1% | -3.6% |
| 3Y | +150.9% | +159.5% | -8.6% | +17.1% |
| 5Y | -3.0% | +263.9% | -266.9% | -65.9% |
| All | -9.5% | +550.0% | -559.5% | -77.2% |
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