+22,814.2%
SYK vs CASY
+35,206.2%
-12,392.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.0% | -5.8% | -8.1% |
| 7D | -12.9% | -4.4% | -8.6% | -12.0% |
| 30D | -18.5% | -12.0% | -6.4% | -16.2% |
| 3M | -8.1% | -2.3% | -5.7% | -8.5% |
| 6M | -23.8% | +10.5% | -34.3% | -26.4% |
| YTD | -20.9% | +33.0% | -54.0% | -26.9% |
| 1Y | -29.0% | +41.1% | -70.1% | -35.3% |
| 3Y | -1.7% | +207.5% | -209.2% | -26.4% |
| 5Y | +4.0% | +290.7% | -286.8% | -26.8% |
| 10Y | +168.8% | +556.5% | -387.7% | +66.8% |
| All | +22,814.2% | +35,206.2% | -12,392.1% | +6,320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling