+400.1%
META vs CASY
+555.0%
-154.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.1% | -4.4% |
| 7D | -3.1% | +1.8% | -5.0% | -3.5% |
| 30D | -18.1% | +11.2% | -29.3% | -20.1% |
| 3M | +2.9% | -19.1% | +21.9% | +7.1% |
| 6M | +0.2% | -19.9% | +20.1% | +3.6% |
| YTD | -8.1% | +25.2% | -33.3% | -16.7% |
| 1Y | -4.5% | +31.6% | -36.1% | -14.9% |
| 3Y | +94.2% | +155.4% | -61.2% | +40.1% |
| 5Y | +79.1% | +251.5% | -172.5% | +14.6% |
| All | +400.1% | +555.0% | -154.9% | +176.6% |
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