+311.1%
SPY vs CASY
+565.2%
-254.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | -0.9% | +5.8% | -6.7% | -2.3% |
| 30D | -2.4% | +10.7% | -13.0% | -4.9% |
| 3M | -1.2% | -13.9% | +12.7% | +2.1% |
| 6M | +3.3% | -18.4% | +21.7% | +7.2% |
| YTD | +12.3% | +29.6% | -17.3% | +1.2% |
| 1Y | +12.4% | +32.8% | -20.4% | +0.4% |
| 3Y | +78.8% | +162.3% | -83.4% | +26.0% |
| 5Y | +75.2% | +265.0% | -189.9% | +8.6% |
| 10Y | +311.1% | +555.4% | -244.3% | +113.4% |
| All | +311.1% | +565.2% | -254.1% | +113.4% |
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