+19.3%
SYY vs CASY
+274.3%
-255.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.5% |
| 7D | -2.8% | -4.4% | +1.6% | -1.7% |
| 30D | -5.3% | -12.0% | +6.8% | -2.5% |
| 3M | +5.1% | -2.3% | +7.4% | +4.5% |
| 6M | -5.0% | +10.5% | -15.5% | -8.9% |
| YTD | +10.7% | +33.0% | -22.3% | +0.9% |
| 1Y | +0.7% | +41.1% | -40.5% | -9.9% |
| 3Y | +24.0% | +207.5% | -183.5% | -16.4% |
| 5Y | +19.3% | +290.7% | -271.5% | -29.7% |
| All | +19.3% | +274.3% | -255.0% | -29.7% |
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