+86.7%
SYY vs CASY
+555.0%
-468.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.9% |
| 7D | +0.3% | +3.6% | -3.2% | -0.9% |
| 30D | -4.8% | +9.1% | -13.8% | -7.7% |
| 3M | -7.1% | -16.5% | +9.5% | -1.8% |
| 6M | +6.8% | -19.7% | +26.5% | +13.2% |
| YTD | +7.7% | +29.3% | -21.6% | -5.5% |
| 1Y | +5.7% | +33.1% | -27.5% | -8.5% |
| 3Y | +24.6% | +158.5% | -134.0% | -21.2% |
| 5Y | +15.6% | +266.7% | -251.1% | -39.3% |
| All | +86.7% | +555.0% | -468.3% | -20.6% |
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 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