+62.1%
PR vs CASY
+555.0%
-492.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.0% | -5.0% |
| 7D | -16.5% | +1.8% | -18.4% | -16.7% |
| 30D | -4.5% | +11.2% | -15.7% | -5.5% |
| 3M | +8.5% | -19.1% | +27.6% | +10.4% |
| 6M | -3.3% | -19.9% | +16.6% | -1.8% |
| YTD | +55.7% | +25.2% | +30.5% | +51.9% |
| 1Y | +82.0% | +31.6% | +50.4% | +76.7% |
| 3Y | +62.5% | +155.4% | -93.0% | +49.0% |
| 5Y | +223.9% | +251.5% | -27.6% | +192.0% |
| All | +62.1% | +555.0% | -492.9% | +58.7% |
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