+196.3%
SO vs CASY
+565.2%
-368.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | +0.8% | +5.8% | -5.0% | -0.7% |
| 30D | +7.8% | +10.7% | -2.9% | +5.0% |
| 3M | +2.9% | -13.9% | +16.8% | +6.4% |
| 6M | +2.5% | -18.4% | +20.9% | +6.6% |
| YTD | +10.3% | +29.6% | -19.4% | +0.4% |
| 1Y | +6.4% | +32.8% | -26.5% | -4.0% |
| 3Y | +52.8% | +162.3% | -109.5% | +9.1% |
| 5Y | +78.7% | +265.0% | -186.3% | +11.3% |
| 10Y | +196.3% | +555.4% | -359.1% | +57.5% |
| All | +196.3% | +565.2% | -368.9% | +57.5% |
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