+272.5%
RF vs CASY
+553.2%
-280.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.3% |
| 30D | +6.0% | +8.7% | -2.7% | +2.7% |
| 3M | -8.9% | -17.3% | +8.4% | -3.2% |
| 6M | +2.3% | -19.7% | +22.1% | +8.3% |
| YTD | +7.6% | +24.8% | -17.3% | -6.2% |
| 1Y | +21.2% | +31.9% | -10.7% | +2.8% |
| 3Y | +108.5% | +155.4% | -46.9% | +24.5% |
| 5Y | +43.2% | +250.6% | -207.3% | -29.2% |
| All | +272.5% | +553.2% | -280.7% | +49.0% |
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