+6,827.0%
TEVA vs CASY
+35,206.2%
-28,379.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.5% |
| 7D | +1.6% | -4.4% | +5.9% | +2.2% |
| 30D | +4.0% | -12.0% | +16.0% | +5.8% |
| 3M | +10.5% | -2.3% | +12.9% | +10.2% |
| 6M | +18.4% | +10.5% | +7.9% | +15.7% |
| YTD | +17.8% | +33.0% | -15.2% | +11.9% |
| 1Y | +90.5% | +41.1% | +49.3% | +79.2% |
| 3Y | +282.1% | +207.5% | +74.6% | +216.0% |
| 5Y | +291.9% | +290.7% | +1.2% | +211.5% |
| 10Y | -24.9% | +556.5% | -581.3% | -45.2% |
| All | +6,827.0% | +35,206.2% | -28,379.2% | +3,114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling