+112.0%
SYY vs CASY
+468.0%
-356.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.2% | +16.4% | +7.1% |
| 7D | -0.2% | -16.5% | +16.3% | +5.6% |
| 30D | -2.7% | -26.4% | +23.6% | +7.5% |
| 3M | +5.9% | -17.3% | +23.2% | +10.6% |
| 6M | -2.3% | -5.2% | +2.9% | -3.6% |
| YTD | +13.1% | +14.1% | -1.0% | +3.8% |
| 1Y | +3.8% | +16.6% | -12.9% | -5.9% |
| 3Y | +26.7% | +163.7% | -137.0% | -22.1% |
| 5Y | +19.4% | +231.3% | -211.9% | -35.4% |
| 10Y | +112.0% | +462.9% | -350.9% | -8.3% |
| All | +112.0% | +468.0% | -356.0% | -8.3% |
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