+47.8%
ADP vs CASY
+154.1%
-106.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | +14.9% | +8.7% | +6.2% | +14.1% |
| 3M | +11.6% | -17.3% | +28.9% | +13.2% |
| 6M | +48.5% | -19.7% | +68.2% | +51.0% |
| YTD | +20.6% | +24.8% | -4.3% | +14.3% |
| 1Y | +23.7% | +31.9% | -8.2% | +16.0% |
| 3Y | +47.8% | +155.4% | -107.6% | +26.6% |
| All | +47.8% | +154.1% | -106.3% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling