-50.0%
TE vs CASY
+299.3%
-349.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.2% | +11.3% | -0.7% |
| 7D | +15.0% | -16.5% | +31.5% | +18.1% |
| 30D | -7.5% | -26.4% | +18.8% | -3.3% |
| 3M | -42.0% | -17.3% | -24.7% | -41.3% |
| 6M | -31.4% | -5.2% | -26.2% | -33.4% |
| YTD | -26.5% | +14.1% | -40.6% | -31.9% |
| 1Y | +153.1% | +16.6% | +136.5% | +133.2% |
| 3Y | -20.7% | +163.7% | -184.4% | -38.5% |
| 5Y | -45.4% | +231.3% | -276.7% | -58.7% |
| All | -50.0% | +299.3% | -349.3% | -62.0% |
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 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