+262.1%
TEVA vs CASY
+163.1%
+98.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -0.7% | -17.2% | +16.5% | +0.9% |
| 30D | -0.4% | -24.4% | +24.0% | +2.1% |
| 3M | +8.2% | -31.4% | +39.6% | +12.1% |
| 6M | +15.3% | -8.9% | +24.2% | +14.8% |
| YTD | +16.5% | +13.8% | +2.6% | +12.6% |
| 1Y | +85.7% | +17.0% | +68.8% | +78.6% |
| All | +262.1% | +163.1% | +98.9% | +206.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling