-16.0%
Z vs CASY
+539.5%
-555.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.8% |
| 7D | -6.5% | +5.0% | -11.4% | -7.9% |
| 30D | -0.1% | +8.2% | -8.3% | -2.5% |
| 3M | -14.1% | -18.2% | +4.0% | -9.2% |
| 6M | -30.1% | -18.6% | -11.5% | -27.0% |
| YTD | -57.5% | +26.8% | -84.3% | -62.6% |
| 1Y | -60.3% | +31.6% | -91.9% | -65.7% |
| 3Y | -21.0% | +156.5% | -177.6% | -48.1% |
| 5Y | -54.9% | +258.6% | -313.5% | -74.3% |
| 10Y | -16.0% | +550.3% | -566.3% | -62.8% |
| All | -16.0% | +539.5% | -555.5% | -62.8% |
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