+214.8%
SAP vs CASY
+553.2%
-338.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | +11.1% | +8.7% | +2.4% | +9.1% |
| 3M | +17.0% | -17.3% | +34.4% | +21.3% |
| 6M | +34.8% | -19.7% | +54.6% | +39.4% |
| YTD | -2.2% | +24.8% | -27.1% | -10.7% |
| 1Y | -6.4% | +31.9% | -38.3% | -16.0% |
| 3Y | +75.1% | +155.4% | -80.2% | +28.1% |
| 5Y | +69.8% | +250.6% | -180.7% | +11.3% |
| All | +214.8% | +553.2% | -338.3% | +80.5% |
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