-30.6%
AR vs CASY
+941.3%
-972.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | -14.3% | +1.1% | -15.4% | -14.6% |
| 30D | +1.4% | +8.7% | -7.3% | -1.1% |
| 3M | +3.4% | -17.3% | +20.7% | +8.5% |
| 6M | -2.1% | -19.7% | +17.7% | +2.8% |
| YTD | +4.7% | +24.8% | -20.1% | -5.6% |
| 1Y | +10.6% | +31.9% | -21.3% | -2.4% |
| 3Y | +24.6% | +155.4% | -130.8% | -15.5% |
| 5Y | +71.9% | +250.6% | -178.7% | +2.2% |
| 10Y | +46.4% | +556.8% | -510.5% | -25.1% |
| All | -30.6% | +941.3% | -972.0% | -69.2% |
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