+4,123.0%
SYY vs CASY
+33,031.0%
-28,908.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | -7.3% | +1.1% | -8.4% | -7.5% |
| 30D | +0.1% | +8.7% | -8.6% | -1.5% |
| 3M | -8.2% | -17.3% | +9.1% | -5.3% |
| 6M | +6.3% | -19.7% | +26.0% | +9.6% |
| YTD | +7.3% | +24.8% | -17.5% | +1.7% |
| 1Y | +8.5% | +31.9% | -23.4% | +1.6% |
| 3Y | +24.9% | +155.4% | -130.5% | +1.9% |
| 5Y | +8.0% | +250.6% | -242.5% | -17.4% |
| 10Y | +107.2% | +556.8% | -449.6% | +42.4% |
| All | +4,123.0% | +33,031.0% | -28,908.0% | +1,569.8% |
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