+330.4%
PODD vs CASY
+550.0%
-219.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -4.4% | +2.5% | -6.9% | -4.9% |
| 30D | +8.1% | +10.2% | -2.1% | +5.6% |
| 3M | +2.9% | -15.7% | +18.6% | +6.5% |
| 6M | -5.7% | -18.4% | +12.7% | -2.6% |
| YTD | -47.5% | +28.3% | -75.8% | -52.3% |
| 1Y | -55.7% | +32.6% | -88.2% | -60.2% |
| 3Y | -3.7% | +159.5% | -163.3% | -30.8% |
| 5Y | -52.6% | +263.9% | -316.5% | -69.5% |
| All | +330.4% | +550.0% | -219.6% | +136.2% |
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