+533.2%
XYZ vs CASY
+612.0%
-78.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.7% | -11.3% | +9.6% | +2.3% |
| 3M | +16.7% | -0.6% | +17.4% | +14.2% |
| 6M | +26.9% | +10.7% | +16.1% | +18.1% |
| YTD | +27.1% | +37.1% | -10.0% | +7.9% |
| 1Y | +9.3% | +52.3% | -43.0% | -12.0% |
| 3Y | +42.3% | +215.2% | -172.9% | -19.3% |
| 5Y | -69.3% | +276.5% | -345.8% | -84.0% |
| 10Y | +586.8% | +508.4% | +78.4% | +182.7% |
| All | +533.2% | +612.0% | -78.8% | +158.7% |
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 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