+1,497.9%
META vs CASY
+1,269.9%
+228.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.2% |
| 3M | +2.9% | -19.1% | +21.9% | +7.2% |
| 6M | +0.2% | -19.9% | +20.1% | +3.6% |
| YTD | -8.1% | +25.2% | -33.3% | -16.5% |
| 1Y | -4.5% | +31.6% | -36.1% | -14.6% |
| 3Y | +94.2% | +155.4% | -61.2% | +41.8% |
| 5Y | +79.1% | +251.5% | -172.5% | +17.1% |
| 10Y | +405.9% | +558.6% | -152.7% | +171.3% |
| All | +1,497.9% | +1,269.9% | +228.0% | +623.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling