+3,310.4%
V vs CASY
+3,415.1%
-104.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | +13.6% | +8.7% | +4.9% | +10.6% |
| 3M | +14.3% | -17.3% | +31.6% | +20.3% |
| 6M | +33.1% | -19.7% | +52.8% | +39.6% |
| YTD | +21.2% | +24.8% | -3.6% | +9.1% |
| 1Y | +26.4% | +31.9% | -5.5% | +11.5% |
| 3Y | +77.6% | +155.4% | -77.8% | +21.7% |
| 5Y | +102.6% | +250.6% | -148.0% | +21.9% |
| 10Y | +464.4% | +556.8% | -92.4% | +163.0% |
| All | +3,310.4% | +3,415.1% | -104.8% | +659.8% |
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