+60.5%
VZ vs CASY
+505.6%
-445.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +7.9% | -11.3% | +19.2% | +9.7% |
| 3M | +13.6% | -0.6% | +14.3% | +13.1% |
| 6M | +1.1% | +10.7% | -9.6% | -1.2% |
| YTD | +29.3% | +37.1% | -7.8% | +22.1% |
| 1Y | +21.2% | +52.3% | -31.1% | +12.5% |
| 3Y | +75.9% | +215.2% | -139.3% | +42.9% |
| 5Y | +24.1% | +276.5% | -252.4% | -3.5% |
| All | +60.5% | +505.6% | -445.1% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling