+3,339.2%
TRMB vs CASY
+52,143.1%
-48,803.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +1.5% | -11.3% | +12.9% | +4.7% |
| 3M | +6.8% | -0.6% | +7.4% | +5.2% |
| 6M | -14.9% | +10.7% | -25.7% | -19.1% |
| YTD | -24.1% | +37.1% | -61.2% | -32.3% |
| 1Y | -25.4% | +52.3% | -77.7% | -35.7% |
| 3Y | +8.0% | +215.2% | -207.2% | -26.2% |
| 5Y | -37.3% | +276.5% | -313.8% | -59.6% |
| 10Y | +116.8% | +508.4% | -391.6% | +18.1% |
| All | +3,339.2% | +52,143.1% | -48,803.8% | +702.5% |
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 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