-41.2%
TECH vs CASY
+250.1%
-291.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | +0.3% | +8.7% | -8.3% | -1.7% |
| 3M | +1.3% | -17.3% | +18.6% | +5.5% |
| 6M | +54.0% | -19.7% | +73.7% | +60.3% |
| YTD | +24.3% | +24.8% | -0.5% | +10.6% |
| 1Y | +25.8% | +31.9% | -6.1% | +9.4% |
| 3Y | +26.0% | +155.4% | -129.4% | -18.2% |
| All | -41.2% | +250.1% | -291.3% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling