+81.9%
META vs CASY
+250.1%
-168.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.8% | +1.1% | -1.9% | -0.9% |
| 30D | -15.4% | +8.7% | -24.1% | -16.4% |
| 3M | +3.5% | -17.3% | +20.8% | +6.3% |
| 6M | -0.3% | -19.7% | +19.5% | +2.5% |
| YTD | -7.3% | +24.8% | -32.2% | -15.8% |
| 1Y | -1.1% | +31.9% | -33.0% | -11.6% |
| 3Y | +95.1% | +155.4% | -60.3% | +42.1% |
| All | +81.9% | +250.1% | -168.2% | +8.1% |
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