+311.5%
SPY vs CASY
+549.1%
-237.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +0.2% |
| 7D | +0.5% | -4.4% | +4.9% | +1.7% |
| 30D | -0.9% | -12.0% | +11.1% | +2.2% |
| 3M | +3.9% | -2.3% | +6.2% | +3.0% |
| 6M | +14.5% | +10.5% | +4.0% | +9.1% |
| YTD | +12.9% | +33.0% | -20.1% | +1.7% |
| 1Y | +19.4% | +41.1% | -21.8% | +5.2% |
| 3Y | +78.5% | +207.5% | -129.0% | +19.7% |
| 5Y | +81.8% | +290.7% | -209.0% | +10.9% |
| 10Y | +311.5% | +556.5% | -245.0% | +112.9% |
| All | +311.5% | +549.1% | -237.5% | +112.9% |
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