+404.3%
META vs CASY
+553.2%
-148.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -15.4% | +8.7% | -24.1% | -17.0% |
| 3M | +3.5% | -17.3% | +20.8% | +7.2% |
| 6M | -0.3% | -19.7% | +19.5% | +3.0% |
| YTD | -7.3% | +24.8% | -32.2% | -16.0% |
| 1Y | -1.1% | +31.9% | -33.0% | -11.9% |
| 3Y | +95.1% | +155.4% | -60.3% | +40.7% |
| 5Y | +80.6% | +250.6% | -170.0% | +15.7% |
| All | +404.3% | +553.2% | -148.9% | +179.1% |
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