+481.9%
NYT vs CASY
+453.5%
+28.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | -0.6% | -18.6% | +18.0% | +3.8% |
| 30D | +4.6% | -26.6% | +31.2% | +11.6% |
| 3M | -9.6% | -32.8% | +23.2% | -1.8% |
| 6M | -14.0% | -10.0% | -4.0% | -13.6% |
| YTD | -2.8% | +11.6% | -14.5% | -7.7% |
| 1Y | +15.6% | +11.5% | +4.1% | +9.6% |
| 3Y | +56.3% | +160.7% | -104.4% | +15.1% |
| 5Y | +39.5% | +232.4% | -192.9% | -5.8% |
| All | +481.9% | +453.5% | +28.5% | +212.9% |
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