-31.0%
TRMB vs CASY
+32.1%
-63.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.4% | -18.7% | -17.2% |
| 7D | -15.7% | +0.8% | -16.5% | -15.6% |
| 30D | -7.8% | +9.4% | -17.2% | -7.1% |
| 3M | -9.3% | -20.6% | +11.3% | -11.3% |
| 6M | -20.8% | -20.7% | -0.1% | -20.5% |
| YTD | -30.8% | +22.5% | -53.3% | -33.3% |
| 1Y | -31.0% | +29.5% | -60.5% | -33.9% |
| All | -31.0% | +32.1% | -63.1% | -33.9% |
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