-22.7%
TGT vs CASY
+274.3%
-297.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.3% |
| 7D | -0.6% | -4.4% | +3.7% | +0.5% |
| 30D | +9.5% | -12.0% | +21.6% | +12.9% |
| 3M | +32.3% | -2.3% | +34.6% | +31.3% |
| 6M | +37.0% | +10.5% | +26.5% | +30.5% |
| YTD | +71.0% | +33.0% | +38.0% | +53.9% |
| 1Y | +85.0% | +41.1% | +43.9% | +63.0% |
| 3Y | +46.8% | +207.5% | -160.7% | -7.4% |
| 5Y | -22.7% | +290.7% | -313.5% | -58.5% |
| All | -22.7% | +274.3% | -297.0% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling