+65.3%
T vs CASY
+549.1%
-483.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | -1.5% | -4.4% | +2.8% | -0.6% |
| 30D | +7.6% | -12.0% | +19.7% | +10.5% |
| 3M | +15.3% | -2.3% | +17.6% | +14.9% |
| 6M | -8.5% | +10.5% | -19.0% | -11.7% |
| YTD | +6.8% | +33.0% | -26.3% | -1.6% |
| 1Y | -7.2% | +41.1% | -48.4% | -15.8% |
| 3Y | +108.2% | +207.5% | -99.3% | +51.7% |
| 5Y | +66.1% | +290.7% | -224.7% | +10.4% |
| 10Y | +65.3% | +556.5% | -491.2% | -2.6% |
| All | +65.3% | +549.1% | -483.8% | -2.6% |
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