-21.9%
AS vs CASY
+51.2%
-73.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.6% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -19.6% | -11.3% | -8.3% | -19.5% |
| 3M | -14.4% | -0.6% | -13.7% | -14.7% |
| 6M | -20.1% | +10.7% | -30.8% | -23.4% |
| YTD | -20.9% | +37.1% | -58.1% | -23.2% |
| 1Y | -21.9% | +52.3% | -74.2% | -24.5% |
| All | -21.9% | +51.2% | -73.1% | -24.5% |
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