+82.5%
O vs CASY
+565.2%
-482.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.6% |
| 7D | +0.6% | +5.8% | -5.2% | -1.0% |
| 30D | +9.4% | +10.7% | -1.3% | +6.4% |
| 3M | -2.4% | -13.9% | +11.5% | +1.1% |
| 6M | -1.9% | -18.4% | +16.6% | +2.4% |
| YTD | +10.5% | +29.6% | -19.2% | -0.1% |
| 1Y | +10.0% | +32.8% | -22.8% | -1.4% |
| 3Y | +40.5% | +162.3% | -121.8% | -1.6% |
| 5Y | +10.2% | +265.0% | -254.8% | -32.8% |
| 10Y | +82.5% | +555.4% | -472.9% | -8.2% |
| All | +82.5% | +565.2% | -482.7% | -8.2% |
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