+3,062.2%
TRMB vs CASY
+47,769.6%
-44,707.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -17.0% | +3.6% | -20.5% | -17.8% |
| 30D | -9.0% | +7.2% | -16.2% | -11.0% |
| 3M | -8.1% | -16.9% | +8.8% | -4.1% |
| 6M | -10.1% | -19.3% | +9.3% | -6.8% |
| YTD | -30.2% | +25.6% | -55.9% | -36.7% |
| 1Y | -30.7% | +30.2% | -60.8% | -37.8% |
| 3Y | +32.6% | +154.9% | -122.2% | -4.0% |
| 5Y | -38.1% | +252.1% | -290.3% | -59.6% |
| 10Y | +98.9% | +535.8% | -436.9% | +6.5% |
| All | +3,062.2% | +47,769.6% | -44,707.4% | +651.3% |
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