+652.6%
P vs CASY
+539.5%
+113.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | -13.3% | +5.0% | -18.3% | -14.7% |
| 30D | -34.0% | +8.2% | -42.2% | -35.8% |
| 3M | +4.1% | -18.2% | +22.3% | +9.7% |
| 6M | +30.5% | -18.6% | +49.1% | +36.0% |
| YTD | +52.2% | +26.8% | +25.4% | +34.7% |
| 1Y | +10.3% | +31.6% | -21.3% | -3.8% |
| 3Y | +180.9% | +156.5% | +24.3% | +84.6% |
| 5Y | +259.7% | +258.6% | +1.1% | +100.9% |
| 10Y | +652.6% | +550.3% | +102.4% | +204.1% |
| All | +652.6% | +539.5% | +113.1% | +204.1% |
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