+3,821.1%
ALL vs CASY
+21,474.5%
-17,653.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.4% |
| 7D | +4.2% | +1.8% | +2.4% | +3.8% |
| 30D | +18.9% | +11.2% | +7.8% | +15.9% |
| 3M | +1.2% | -19.1% | +20.3% | +5.9% |
| 6M | +23.2% | -19.9% | +43.1% | +28.5% |
| YTD | +30.0% | +25.2% | +4.8% | +21.3% |
| 1Y | +39.6% | +31.6% | +8.0% | +28.5% |
| 3Y | +115.2% | +155.4% | -40.2% | +65.5% |
| 5Y | +156.2% | +251.5% | -95.3% | +80.1% |
| 10Y | +398.0% | +558.6% | -160.7% | +193.6% |
| All | +3,821.1% | +21,474.5% | -17,653.4% | +1,110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling