-14.0%
Z vs CASY
+555.0%
-568.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.2% | -12.8% | -11.3% |
| 7D | -2.3% | +1.8% | -4.1% | -2.9% |
| 30D | +9.4% | +11.2% | -1.8% | +5.9% |
| 3M | -16.1% | -19.1% | +3.0% | -10.9% |
| 6M | -30.4% | -19.9% | -10.5% | -27.0% |
| YTD | -55.6% | +25.2% | -80.8% | -60.8% |
| 1Y | -58.5% | +31.6% | -90.1% | -64.2% |
| 3Y | -19.6% | +155.4% | -175.0% | -47.1% |
| 5Y | -54.1% | +251.5% | -305.7% | -73.8% |
| All | -14.0% | +555.0% | -568.9% | -62.3% |
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