+4,267.1%
SYY vs CASY
+36,294.0%
-32,026.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | +8.4% | -0.6% | +9.0% | +7.8% |
| 6M | -7.4% | +10.7% | -18.1% | -9.8% |
| YTD | +11.0% | +37.1% | -26.1% | +3.7% |
| 1Y | -0.2% | +52.3% | -52.5% | -8.7% |
| 3Y | +23.8% | +215.2% | -191.4% | -2.7% |
| 5Y | +18.1% | +276.5% | -258.4% | -10.6% |
| 10Y | +94.6% | +508.4% | -413.8% | +35.1% |
| All | +4,267.1% | +36,294.0% | -32,026.9% | +1,603.0% |
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