+14.8%
PL vs CASY
+217.8%
-203.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.2% | -12.3% | -11.1% |
| 7D | -20.5% | +1.8% | -22.4% | -21.3% |
| 30D | -38.8% | +11.2% | -50.0% | -41.9% |
| 3M | -49.1% | -19.1% | -30.1% | -44.7% |
| 6M | -69.4% | -19.9% | -49.5% | -66.9% |
| YTD | -42.3% | +25.2% | -67.5% | -51.3% |
| 1Y | -14.2% | +31.6% | -45.8% | -29.6% |
| 3Y | +398.7% | +155.4% | +243.3% | +194.3% |
| 5Y | +11.1% | +251.5% | -240.4% | -44.4% |
| All | +14.8% | +217.8% | -203.0% | -42.3% |
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