+379.6%
META vs CASY
+505.6%
-126.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +4.8% | -11.3% | +16.1% | +7.6% |
| 3M | -1.6% | -0.6% | -1.0% | -3.0% |
| 6M | -7.5% | +10.7% | -18.2% | -11.8% |
| YTD | -6.4% | +37.1% | -43.5% | -16.2% |
| 1Y | -17.3% | +52.3% | -69.6% | -28.4% |
| 3Y | +109.9% | +215.2% | -105.3% | +44.4% |
| 5Y | +65.4% | +276.5% | -211.1% | +5.8% |
| All | +379.6% | +505.6% | -126.0% | +158.3% |
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