+189.3%
TECH vs CASY
+555.0%
-365.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.1% | +3.6% | -3.4% | -0.7% |
| 30D | +0.5% | +9.1% | -8.5% | -1.7% |
| 3M | +1.1% | -16.5% | +17.6% | +5.2% |
| 6M | +62.8% | -19.7% | +82.5% | +69.6% |
| YTD | +24.5% | +29.3% | -4.8% | +12.0% |
| 1Y | +20.6% | +33.1% | -12.5% | +7.4% |
| 3Y | +29.5% | +158.5% | -129.1% | -7.8% |
| 5Y | -40.9% | +266.7% | -307.6% | -62.6% |
| All | +189.3% | +555.0% | -365.7% | +56.1% |
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