+444.2%
V vs CASY
+551.3%
-107.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.8% | +3.6% | -4.4% | -1.8% |
| 30D | +9.5% | +7.2% | +2.3% | +7.3% |
| 3M | +16.7% | -16.9% | +33.6% | +22.1% |
| 6M | +32.9% | -19.3% | +52.3% | +38.9% |
| YTD | +21.1% | +25.6% | -4.5% | +9.0% |
| 1Y | +26.6% | +30.2% | -3.5% | +12.5% |
| 3Y | +78.4% | +154.9% | -76.5% | +22.7% |
| 5Y | +105.5% | +252.1% | -146.7% | +22.6% |
| 10Y | +444.2% | +535.8% | -91.6% | +167.9% |
| All | +444.2% | +551.3% | -107.1% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling