+82.7%
O vs CASY
+539.5%
-456.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +3.5% | +5.0% | -1.4% | +2.2% |
| 30D | +10.4% | +8.2% | +2.2% | +8.0% |
| 3M | -2.4% | -18.2% | +15.7% | +2.5% |
| 6M | -1.2% | -18.6% | +17.4% | +3.1% |
| YTD | +10.4% | +26.8% | -16.4% | +0.5% |
| 1Y | +11.4% | +31.6% | -20.2% | +0.1% |
| 3Y | +40.4% | +156.5% | -116.1% | -1.0% |
| 5Y | +12.1% | +258.6% | -246.5% | -31.3% |
| 10Y | +82.7% | +550.3% | -467.5% | -8.0% |
| All | +82.7% | +539.5% | -456.7% | -8.0% |
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