+3.8%
SYK vs CASY
+230.5%
-226.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -17.2% | +4.9% | -9.5% |
| 30D | -22.4% | -24.4% | +1.9% | -18.7% |
| 3M | -12.3% | -31.4% | +19.1% | -6.6% |
| 6M | -24.3% | -8.9% | -15.4% | -24.6% |
| YTD | -22.8% | +13.8% | -36.6% | -27.2% |
| 1Y | -28.8% | +17.0% | -45.7% | -33.4% |
| 3Y | -4.0% | +163.1% | -167.1% | -30.2% |
| 5Y | +3.8% | +239.0% | -235.1% | -33.4% |
| All | +3.8% | +230.5% | -226.7% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling