-42.4%
TECH vs CASY
+276.6%
-319.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.7% | -11.3% | +12.1% | +3.6% |
| 3M | +36.3% | -0.6% | +37.0% | +34.2% |
| 6M | +25.6% | +10.7% | +14.9% | +18.7% |
| YTD | +23.7% | +37.1% | -13.4% | +8.5% |
| 1Y | +37.6% | +52.3% | -14.7% | +15.7% |
| 3Y | -6.6% | +215.2% | -221.8% | -42.5% |
| All | -42.4% | +276.6% | -319.0% | -69.6% |
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 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