+175.2%
SO vs CASY
+553.2%
-378.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +8.1% | +8.7% | -0.6% | +5.8% |
| 3M | +0.2% | -17.3% | +17.5% | +4.6% |
| 6M | +0.4% | -19.7% | +20.1% | +4.8% |
| YTD | +8.5% | +24.8% | -16.3% | -0.2% |
| 1Y | +4.9% | +31.9% | -27.0% | -5.2% |
| 3Y | +47.9% | +155.4% | -107.5% | +6.2% |
| 5Y | +75.7% | +250.6% | -174.9% | +10.5% |
| All | +175.2% | +553.2% | -378.0% | +44.7% |
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