+3,002.1%
TRMB vs CASY
+47,589.7%
-44,587.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -17.9% | +1.8% | -19.7% | -18.4% |
| 30D | -12.0% | +11.2% | -23.2% | -14.8% |
| 3M | -8.4% | -19.1% | +10.6% | -3.7% |
| 6M | -21.5% | -19.9% | -1.6% | -18.5% |
| YTD | -31.5% | +25.2% | -56.7% | -37.8% |
| 1Y | -33.4% | +31.6% | -65.0% | -40.5% |
| 3Y | +26.5% | +155.4% | -128.9% | -8.5% |
| 5Y | -37.9% | +251.5% | -289.4% | -59.4% |
| 10Y | +107.3% | +558.6% | -451.3% | +9.9% |
| All | +3,002.1% | +47,589.7% | -44,587.7% | +637.8% |
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