+12.8%
AR vs CASY
+32.9%
-20.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | +7.4% | +3.6% | +3.8% | +7.5% |
| 30D | +5.8% | +9.1% | -3.3% | +6.0% |
| 3M | +5.2% | -16.5% | +21.7% | +4.3% |
| 6M | +5.4% | -19.7% | +25.1% | +0.5% |
| YTD | +12.4% | +29.3% | -16.8% | +28.5% |
| 1Y | +12.8% | +33.1% | -20.3% | +29.3% |
| All | +12.8% | +32.9% | -20.0% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling