+157.4%
ALL vs CASY
+265.4%
-108.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -2.6% | +5.8% | -8.4% | -3.6% |
| 30D | +12.7% | +10.7% | +2.0% | +10.6% |
| 3M | +0.4% | -13.9% | +14.3% | +3.0% |
| 6M | +23.8% | -18.4% | +42.2% | +27.8% |
| YTD | +27.8% | +29.6% | -1.8% | +19.8% |
| 1Y | +28.9% | +32.8% | -3.9% | +20.1% |
| 3Y | +113.9% | +162.3% | -48.4% | +67.3% |
| 5Y | +157.4% | +265.0% | -107.7% | +78.1% |
| All | +157.4% | +265.4% | -108.0% | +78.1% |
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