+304.8%
SPY vs CASY
+539.5%
-234.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.6% | +5.0% | -5.6% | -1.8% |
| 30D | -3.7% | +8.2% | -11.9% | -5.7% |
| 3M | -2.7% | -18.2% | +15.4% | +1.7% |
| 6M | +2.2% | -18.6% | +20.8% | +6.0% |
| YTD | +10.8% | +26.8% | -16.0% | +0.5% |
| 1Y | +11.2% | +31.6% | -20.4% | -0.5% |
| 3Y | +76.5% | +156.5% | -80.0% | +25.1% |
| 5Y | +72.9% | +258.6% | -185.7% | +7.6% |
| 10Y | +304.8% | +550.3% | -245.4% | +111.5% |
| All | +304.8% | +539.5% | -234.7% | +111.5% |
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