+133.7%
AS vs CASY
+157.3%
-23.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.6% |
| 7D | +7.1% | +1.8% | +5.3% | +6.8% |
| 30D | +12.8% | +11.2% | +1.6% | +11.2% |
| 3M | -14.7% | -19.1% | +4.3% | -12.4% |
| 6M | -9.9% | -19.9% | +10.0% | -7.2% |
| YTD | -16.1% | +25.2% | -41.3% | -21.6% |
| 1Y | +0.2% | +31.6% | -31.5% | -7.6% |
| All | +133.7% | +157.3% | -23.5% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling