+70.6%
VZ vs CASY
+539.5%
-468.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +2.4% | +5.0% | -2.6% | +1.6% |
| 30D | +11.2% | +8.2% | +3.0% | +9.9% |
| 3M | 0.0% | -18.2% | +18.2% | +2.7% |
| 6M | +1.3% | -18.6% | +19.9% | +3.6% |
| YTD | +21.3% | +26.8% | -5.5% | +15.4% |
| 1Y | +23.9% | +31.6% | -7.7% | +17.2% |
| 3Y | +57.7% | +156.5% | -98.8% | +32.0% |
| 5Y | +21.2% | +258.6% | -237.4% | -5.8% |
| 10Y | +70.6% | +550.3% | -479.7% | +18.7% |
| All | +70.6% | +539.5% | -468.9% | +18.7% |
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