+177.0%
SAP vs CASY
+568.7%
-391.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +9.0% | -11.3% | +20.4% | +11.7% |
| 3M | +14.9% | -0.6% | +15.6% | +13.6% |
| 6M | +11.9% | +10.7% | +1.2% | +6.7% |
| YTD | -9.9% | +37.1% | -47.0% | -19.2% |
| 1Y | -19.5% | +52.3% | -71.8% | -30.2% |
| 3Y | +61.8% | +215.2% | -153.4% | +11.7% |
| 5Y | +56.2% | +276.5% | -220.3% | +0.8% |
| All | +177.0% | +568.7% | -391.8% | +54.7% |
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