+196.4%
SO vs CASY
+555.0%
-358.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +1.4% | +3.6% | -2.2% | +0.5% |
| 30D | +4.7% | +9.1% | -4.3% | +2.4% |
| 3M | +1.7% | -16.5% | +18.2% | +6.0% |
| 6M | +2.2% | -19.7% | +21.9% | +6.8% |
| YTD | +10.0% | +29.3% | -19.3% | +0.2% |
| 1Y | +6.0% | +33.1% | -27.1% | -4.3% |
| 3Y | +54.1% | +158.5% | -104.4% | +10.5% |
| 5Y | +79.6% | +266.7% | -187.1% | +11.5% |
| All | +196.4% | +555.0% | -358.6% | +57.7% |
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