+54.1%
T vs CASY
+551.3%
-497.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +1.7% | +3.6% | -1.9% | +0.9% |
| 30D | -1.7% | +7.2% | -8.9% | -3.1% |
| 3M | -7.3% | -16.9% | +9.6% | -4.0% |
| 6M | -11.2% | -19.3% | +8.1% | -8.0% |
| YTD | -8.1% | +25.6% | -33.7% | -14.5% |
| 1Y | -8.0% | +30.2% | -38.2% | -15.3% |
| 3Y | +62.1% | +154.9% | -92.7% | +23.7% |
| 5Y | +55.7% | +252.1% | -196.4% | +5.8% |
| 10Y | +54.1% | +535.8% | -481.7% | -9.4% |
| All | +54.1% | +551.3% | -497.2% | -9.4% |
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