+886.2%
TER vs CASY
+553.2%
+333.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | -20.5% | +1.1% | -21.6% | -20.9% |
| 30D | -47.0% | +8.7% | -55.7% | -48.7% |
| 3M | -43.3% | -17.3% | -26.0% | -40.4% |
| 6M | -42.9% | -19.7% | -23.2% | -40.4% |
| YTD | +12.9% | +24.8% | -12.0% | -0.4% |
| 1Y | +18.2% | +31.9% | -13.7% | +1.7% |
| 3Y | +151.8% | +155.4% | -3.6% | +60.9% |
| 5Y | +54.2% | +250.6% | -196.4% | -15.4% |
| All | +886.2% | +553.2% | +333.0% | +335.7% |
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