+655.3%
P vs CASY
+565.2%
+90.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.8% |
| 7D | -4.7% | +5.8% | -10.5% | -6.4% |
| 30D | -31.4% | +10.7% | -42.1% | -33.7% |
| 3M | -2.6% | -13.9% | +11.2% | +1.1% |
| 6M | +21.9% | -18.4% | +40.4% | +27.1% |
| YTD | +58.9% | +29.6% | +29.3% | +39.9% |
| 1Y | +21.7% | +32.8% | -11.1% | +6.1% |
| 3Y | +193.3% | +162.3% | +31.1% | +91.8% |
| 5Y | +275.1% | +265.0% | +10.1% | +108.8% |
| 10Y | +655.3% | +555.4% | +100.0% | +208.2% |
| All | +655.3% | +565.2% | +90.2% | +208.2% |
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