+995.4%
TER vs CASY
+555.0%
+440.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | +14.4% | +3.6% | +10.8% | +13.2% |
| 30D | -30.6% | +9.1% | -39.6% | -32.7% |
| 3M | -39.2% | -16.5% | -22.7% | -36.1% |
| 6M | -31.3% | -19.7% | -11.6% | -28.0% |
| YTD | +29.1% | +29.3% | -0.2% | +12.7% |
| 1Y | +47.4% | +33.1% | +14.3% | +26.9% |
| 3Y | +191.2% | +158.5% | +32.7% | +86.0% |
| 5Y | +74.0% | +266.7% | -192.7% | -5.9% |
| All | +995.4% | +555.0% | +440.4% | +393.4% |
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