+84.5%
PR vs CASY
+555.0%
-470.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.2% |
| 7D | +6.0% | +3.6% | +2.4% | +5.7% |
| 30D | -4.2% | +9.1% | -13.2% | -5.0% |
| 3M | +10.0% | -16.5% | +26.5% | +11.6% |
| 6M | +15.6% | -19.7% | +35.3% | +17.4% |
| YTD | +68.2% | +29.3% | +38.9% | +63.6% |
| 1Y | +79.2% | +33.1% | +46.1% | +73.8% |
| 3Y | +94.9% | +158.5% | -63.6% | +78.4% |
| 5Y | +272.8% | +266.7% | +6.1% | +235.0% |
| All | +84.5% | +555.0% | -470.5% | +73.5% |
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