-26.6%
VRSK vs CASY
+158.0%
-184.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -5.2% | -18.6% | +13.4% | -3.8% |
| 30D | -2.3% | -26.6% | +24.3% | -0.2% |
| 3M | -2.9% | -32.8% | +29.9% | -0.2% |
| 6M | -12.8% | -10.0% | -2.8% | -13.5% |
| YTD | -20.8% | +11.6% | -32.4% | -24.3% |
| 1Y | -33.2% | +11.5% | -44.7% | -36.2% |
| 3Y | -26.6% | +160.7% | -187.3% | -37.1% |
| All | -26.6% | +158.0% | -184.6% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling