+84.7%
META vs CASY
+261.5%
-176.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +3.1% | +2.5% | +0.6% | +2.7% |
| 30D | -18.2% | +10.2% | -28.4% | -19.3% |
| 3M | +7.8% | -15.7% | +23.5% | +10.6% |
| 6M | +3.6% | -18.4% | +22.0% | +6.4% |
| YTD | -5.3% | +28.3% | -33.6% | -14.2% |
| 1Y | +2.7% | +32.6% | -29.8% | -8.0% |
| 3Y | +91.5% | +159.5% | -68.0% | +39.4% |
| 5Y | +84.7% | +263.9% | -179.2% | +9.1% |
| All | +84.7% | +261.5% | -176.9% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling