+4.6%
MKTX vs CASY
+464.4%
-459.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.2% | -17.2% | +17.1% | +2.9% |
| 30D | +0.8% | -24.4% | +25.2% | +5.5% |
| 3M | +41.1% | -31.4% | +72.5% | +50.1% |
| 6M | -9.5% | -8.9% | -0.7% | -9.4% |
| YTD | -8.7% | +13.8% | -22.5% | -12.6% |
| 1Y | -10.0% | +17.0% | -26.9% | -14.5% |
| 3Y | -24.6% | +163.1% | -187.7% | -41.3% |
| 5Y | -60.3% | +239.0% | -299.3% | -71.1% |
| All | +4.6% | +464.4% | -459.8% | -32.2% |
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