-78.3%
TE vs CASY
+353.8%
-432.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.6% |
| 7D | -22.0% | +5.8% | -27.8% | -22.6% |
| 30D | -33.6% | +10.7% | -44.3% | -34.7% |
| 3M | -61.1% | -13.9% | -47.2% | -60.4% |
| 6M | -64.7% | -18.4% | -46.3% | -64.0% |
| YTD | -68.1% | +29.6% | -97.7% | -71.1% |
| 1Y | -51.7% | +32.8% | -84.5% | -56.4% |
| 3Y | +42.0% | +162.3% | -120.3% | +10.0% |
| 5Y | -80.8% | +265.0% | -345.8% | -85.8% |
| All | -78.3% | +353.8% | -432.1% | -83.9% |
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