+686.6%
P vs CASY
+553.2%
+133.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | -23.8% | +1.1% | -24.9% | -24.1% |
| 30D | -36.6% | +8.7% | -45.3% | -38.5% |
| 3M | +10.9% | -17.3% | +28.2% | +16.4% |
| 6M | +30.0% | -19.7% | +49.7% | +36.0% |
| YTD | +44.4% | +24.8% | +19.6% | +28.4% |
| 1Y | +3.9% | +31.9% | -28.0% | -9.5% |
| 3Y | +176.6% | +155.4% | +21.2% | +82.1% |
| 5Y | +249.3% | +250.6% | -1.3% | +97.0% |
| All | +686.6% | +553.2% | +133.4% | +231.0% |
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