+484.0%
V vs CASY
+555.0%
-71.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +0.9% | +3.6% | -2.6% | -0.1% |
| 30D | +9.0% | +9.1% | -0.1% | +6.3% |
| 3M | +16.7% | -16.5% | +33.2% | +22.1% |
| 6M | +33.4% | -19.7% | +53.1% | +39.8% |
| YTD | +22.4% | +29.3% | -6.9% | +9.2% |
| 1Y | +27.7% | +33.1% | -5.4% | +12.6% |
| 3Y | +78.0% | +158.5% | -80.5% | +21.8% |
| 5Y | +108.5% | +266.7% | -158.2% | +22.4% |
| All | +484.0% | +555.0% | -71.0% | +183.4% |
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