+50.3%
O vs CASY
+549.1%
-498.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.5% |
| 7D | -0.6% | -4.4% | +3.8% | +0.7% |
| 30D | -2.0% | -12.0% | +10.1% | +1.4% |
| 3M | +3.0% | -2.3% | +5.3% | +2.5% |
| 6M | -3.6% | +10.5% | -14.2% | -8.0% |
| YTD | +12.1% | +33.0% | -21.0% | +1.1% |
| 1Y | +8.9% | +41.1% | -32.3% | -3.8% |
| 3Y | +30.3% | +207.5% | -177.2% | -13.4% |
| 5Y | +13.7% | +290.7% | -277.0% | -32.0% |
| 10Y | +50.3% | +556.5% | -506.2% | -25.0% |
| All | +50.3% | +549.1% | -498.8% | -25.0% |
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