+122.2%
ALL vs CASY
+276.6%
-154.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.5% | -11.3% | +9.9% | +0.7% |
| 3M | +23.6% | -0.6% | +24.3% | +23.2% |
| 6M | +22.3% | +10.7% | +11.6% | +19.1% |
| YTD | +26.5% | +37.1% | -10.6% | +17.8% |
| 1Y | +27.0% | +52.3% | -25.3% | +15.4% |
| 3Y | +149.6% | +215.2% | -65.6% | +88.1% |
| All | +122.2% | +276.6% | -154.4% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling