+803.3%
APP vs CASY
+154.8%
+648.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +2.2% | +28.9% | +30.6% |
| 7D | +39.7% | +1.8% | +37.9% | +39.3% |
| 30D | +27.7% | +11.2% | +16.6% | +25.5% |
| 3M | -14.8% | -19.1% | +4.3% | -11.5% |
| 6M | -25.5% | -19.9% | -5.6% | -22.5% |
| YTD | -47.2% | +25.2% | -72.3% | -55.6% |
| 1Y | -42.3% | +31.6% | -73.9% | -53.1% |
| All | +803.3% | +154.8% | +648.6% | +495.6% |
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