+458.8%
V vs CASY
+565.2%
-106.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | -2.3% | +5.8% | -8.2% | -3.9% |
| 30D | +9.5% | +10.7% | -1.2% | +6.4% |
| 3M | +17.5% | -13.9% | +31.4% | +21.7% |
| 6M | +32.2% | -18.4% | +50.6% | +37.7% |
| YTD | +22.3% | +29.6% | -7.3% | +9.1% |
| 1Y | +26.8% | +32.8% | -6.0% | +12.0% |
| 3Y | +77.5% | +162.3% | -84.8% | +21.2% |
| 5Y | +110.1% | +265.0% | -155.0% | +24.0% |
| 10Y | +458.8% | +555.4% | -96.6% | +173.4% |
| All | +458.8% | +565.2% | -106.4% | +173.4% |
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