+52,086.5%
TSCO vs CASY
+14,528.1%
+37,558.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +0.1% | +2.5% | -2.4% | -0.6% |
| 30D | +8.7% | +10.2% | -1.5% | +5.9% |
| 3M | +1.2% | -15.7% | +16.9% | +5.4% |
| 6M | +21.6% | -18.4% | +39.9% | +26.3% |
| YTD | -25.3% | +28.3% | -53.6% | -31.6% |
| 1Y | -33.0% | +32.6% | -65.5% | -39.2% |
| 3Y | -2.3% | +159.5% | -161.8% | -27.1% |
| 5Y | -9.2% | +263.9% | -273.1% | -38.6% |
| 10Y | +202.2% | +548.5% | -346.2% | +69.9% |
| All | +52,086.5% | +14,528.1% | +37,558.4% | +16,243.2% |
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