+599.5%
XYZ vs CASY
+553.2%
+46.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +12.1% | +1.1% | +11.1% | +11.7% |
| 30D | +12.4% | +8.7% | +3.7% | +8.9% |
| 3M | +8.2% | -17.3% | +25.5% | +14.9% |
| 6M | +20.7% | -19.7% | +40.4% | +27.3% |
| YTD | +31.3% | +24.8% | +6.5% | +13.2% |
| 1Y | +20.5% | +31.9% | -11.4% | +0.9% |
| 3Y | +72.6% | +155.4% | -82.8% | +2.1% |
| 5Y | -64.0% | +250.6% | -314.6% | -82.0% |
| All | +599.5% | +553.2% | +46.3% | +166.4% |
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