+261.5%
RF vs CASY
+551.3%
-289.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -0.1% | +3.6% | -3.7% | -1.4% |
| 30D | +7.0% | +7.2% | -0.2% | +4.2% |
| 3M | -7.0% | -16.9% | +9.9% | -1.3% |
| 6M | +6.8% | -19.3% | +26.1% | +12.8% |
| YTD | +9.9% | +25.6% | -15.7% | -4.4% |
| 1Y | +21.1% | +30.2% | -9.0% | +3.4% |
| 3Y | +119.6% | +154.9% | -35.2% | +31.4% |
| 5Y | +46.2% | +252.1% | -205.9% | -27.8% |
| 10Y | +261.5% | +535.8% | -274.3% | +44.8% |
| All | +261.5% | +551.3% | -289.8% | +44.8% |
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