+220.4%
W vs CASY
+565.2%
-344.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.8% |
| 7D | -7.4% | +5.8% | -13.2% | -9.7% |
| 30D | +7.8% | +10.7% | -2.9% | +3.1% |
| 3M | +10.9% | -13.9% | +24.8% | +16.7% |
| 6M | +86.4% | -18.4% | +104.9% | +95.1% |
| YTD | +14.0% | +29.6% | -15.7% | -8.3% |
| 1Y | +3.5% | +32.8% | -29.3% | -17.8% |
| 3Y | +164.8% | +162.3% | +2.5% | +39.6% |
| 5Y | -53.1% | +265.0% | -318.1% | -80.0% |
| 10Y | +220.4% | +555.4% | -334.9% | -6.3% |
| All | +220.4% | +565.2% | -344.7% | -6.3% |
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 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