+707.9%
P vs CASY
+551.3%
+156.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.1% |
| 7D | -9.6% | +3.6% | -13.2% | -10.7% |
| 30D | -33.4% | +7.2% | -40.6% | -35.1% |
| 3M | +14.2% | -16.9% | +31.1% | +19.8% |
| 6M | +31.6% | -19.3% | +50.9% | +37.5% |
| YTD | +53.5% | +25.6% | +27.8% | +36.3% |
| 1Y | +14.2% | +30.2% | -16.0% | 0.0% |
| 3Y | +190.5% | +154.9% | +35.6% | +91.6% |
| 5Y | +256.3% | +252.1% | +4.2% | +100.8% |
| 10Y | +707.9% | +535.8% | +172.0% | +237.7% |
| All | +707.9% | +551.3% | +156.5% | +237.7% |
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