+3,309.9%
V vs CASY
+3,424.8%
-114.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.9% |
| 7D | +2.9% | +1.8% | +1.1% | +2.3% |
| 30D | +14.0% | +11.2% | +2.8% | +10.2% |
| 3M | +14.9% | -19.1% | +34.0% | +21.7% |
| 6M | +31.7% | -19.9% | +51.6% | +38.3% |
| YTD | +21.2% | +25.2% | -4.0% | +9.0% |
| 1Y | +25.3% | +31.6% | -6.3% | +10.5% |
| 3Y | +77.5% | +155.4% | -77.9% | +21.6% |
| 5Y | +102.6% | +251.5% | -149.0% | +21.8% |
| 10Y | +464.3% | +558.6% | -94.3% | +162.7% |
| All | +3,309.9% | +3,424.8% | -114.9% | +659.0% |
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