-11.5%
VRSK vs CASY
+230.5%
-242.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.7% | -17.2% | +9.5% | -5.2% |
| 30D | -2.8% | -24.4% | +21.5% | +1.2% |
| 3M | -3.7% | -31.4% | +27.7% | +1.9% |
| 6M | -12.8% | -8.9% | -3.9% | -13.4% |
| YTD | -21.0% | +13.8% | -34.8% | -25.8% |
| 1Y | -32.5% | +17.0% | -49.4% | -37.1% |
| 3Y | -26.5% | +163.1% | -189.7% | -46.5% |
| 5Y | -11.5% | +239.0% | -250.5% | -42.3% |
| All | -11.5% | +230.5% | -242.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling