+25.8%
SYY vs CASY
+220.7%
-194.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -4.9% | -11.3% | +6.4% | -3.3% |
| 3M | +8.4% | -0.6% | +9.0% | +7.7% |
| 6M | -7.4% | +10.7% | -18.1% | -9.8% |
| YTD | +11.0% | +37.1% | -26.1% | +4.4% |
| 1Y | -0.2% | +52.3% | -52.5% | -7.7% |
| All | +25.8% | +220.7% | -194.9% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling