-25.0%
TEVA vs CASY
+453.5%
-478.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +4.0% | +2.5% |
| 7D | +2.0% | -18.6% | +20.6% | +6.6% |
| 30D | +1.0% | -26.6% | +27.6% | +8.0% |
| 3M | +7.3% | -32.8% | +40.1% | +17.0% |
| 6M | +21.7% | -10.0% | +31.7% | +22.1% |
| YTD | +18.8% | +11.6% | +7.2% | +12.6% |
| 1Y | +86.5% | +11.5% | +75.0% | +76.3% |
| 3Y | +269.4% | +160.7% | +108.7% | +167.9% |
| 5Y | +303.6% | +232.4% | +71.2% | +168.4% |
| All | -25.0% | +453.5% | -478.4% | -56.9% |
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