+107.3%
PR vs CASY
+505.6%
-398.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +18.0% | -11.3% | +29.4% | +19.3% |
| 3M | +16.9% | -0.6% | +17.5% | +16.7% |
| 6M | +28.2% | +10.7% | +17.5% | +26.8% |
| YTD | +69.3% | +37.1% | +32.2% | +64.4% |
| 1Y | +69.5% | +52.3% | +17.2% | +62.8% |
| 3Y | +81.7% | +215.2% | -133.5% | +64.9% |
| 5Y | +422.2% | +276.5% | +145.8% | +369.6% |
| All | +107.3% | +505.6% | -398.3% | +88.4% |
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