+578.1%
VRSK vs CASY
+2,576.7%
-1,998.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.6% | -4.9% |
| 7D | -9.7% | -4.4% | -5.3% | -8.8% |
| 30D | -8.5% | -12.0% | +3.5% | -6.0% |
| 3M | -1.7% | -2.3% | +0.7% | -2.1% |
| 6M | -17.9% | +10.5% | -28.4% | -21.1% |
| YTD | -21.1% | +33.0% | -54.2% | -27.8% |
| 1Y | -35.1% | +41.1% | -76.3% | -41.6% |
| 3Y | -26.7% | +207.5% | -234.2% | -46.9% |
| 5Y | -12.0% | +290.7% | -302.7% | -40.6% |
| 10Y | +122.9% | +556.5% | -433.6% | +30.2% |
| All | +578.1% | +2,576.7% | -1,998.6% | +204.5% |
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