+86.5%
TEVA vs CASY
+14.3%
+72.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +4.0% | +2.1% |
| 7D | +2.0% | -18.6% | +20.6% | +2.8% |
| 30D | +1.0% | -26.6% | +27.6% | +2.2% |
| 3M | +7.3% | -32.8% | +40.1% | +9.3% |
| 6M | +21.7% | -10.0% | +31.7% | +18.5% |
| YTD | +18.8% | +11.6% | +7.2% | +13.5% |
| 1Y | +86.5% | +11.5% | +75.0% | +76.8% |
| All | +86.5% | +14.3% | +72.2% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling