+139.2%
AS vs CASY
+151.8%
-12.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.9% |
| 7D | +13.8% | +0.8% | +13.0% | +13.6% |
| 30D | +16.7% | +9.4% | +7.3% | +15.2% |
| 3M | -11.5% | -20.6% | +9.1% | -8.8% |
| 6M | -5.5% | -20.7% | +15.2% | -2.6% |
| YTD | -14.2% | +22.5% | -36.7% | -19.5% |
| 1Y | +2.1% | +29.5% | -27.4% | -5.7% |
| All | +139.2% | +151.8% | -12.6% | +81.8% |
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