-0.9%
Z vs CASY
+505.6%
-506.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -4.2% | -11.3% | +7.2% | -0.7% |
| 3M | -3.7% | -0.6% | -3.1% | -5.4% |
| 6M | -24.5% | +10.7% | -35.2% | -29.1% |
| YTD | -49.3% | +37.1% | -86.4% | -56.1% |
| 1Y | -58.7% | +52.3% | -111.0% | -65.8% |
| 3Y | -34.1% | +215.2% | -249.3% | -59.2% |
| 5Y | -64.5% | +276.5% | -341.0% | -79.8% |
| All | -0.9% | +505.6% | -506.5% | -56.3% |
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