+46.2%
AR vs CASY
+156.4%
-110.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.1% |
| 7D | -5.8% | +5.0% | -10.7% | -6.2% |
| 30D | +4.8% | +8.2% | -3.4% | +4.0% |
| 3M | +1.5% | -18.2% | +19.7% | +3.3% |
| 6M | +4.7% | -18.6% | +23.3% | +6.3% |
| YTD | +9.2% | +26.8% | -17.6% | +4.3% |
| 1Y | +11.2% | +31.6% | -20.4% | +5.2% |
| 3Y | +46.2% | +156.5% | -110.3% | +14.3% |
| All | +46.2% | +156.4% | -110.1% | +14.3% |
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 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