Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • TRI vs CASY✓SelectedUSD · CASYTRI vs CASY performance historyLatest closeAs of-5.44%09/04
Stock and ETF performance explorer

TRI vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+568.1%
CASY return
+8,026.9%
Excess return
-7,458.9%
Maximum drawdown
-62.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D-5.4%-0.3%-5.1%-5.4%
7D-0.5%+0.1%-0.6%-0.5%
30D+7.9%-11.3%+19.2%+10.3%
3M+24.1%-0.6%+24.7%+23.1%
6M+3.8%+10.7%-6.9%+0.2%
YTD-16.9%+37.1%-54.0%-23.5%
1Y-38.4%+52.3%-90.7%-44.7%
3Y-12.2%+215.2%-227.4%-33.6%
5Y-1.8%+276.5%-278.3%-29.2%
10Y+207.6%+508.4%-300.7%+94.4%
All+568.1%+8,026.9%-7,458.9%+129.1%

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 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