+554.4%
AU vs CASY
+162.5%
+391.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | +4.7% | +5.8% | -1.2% | +3.6% |
| 30D | -1.5% | +10.7% | -12.2% | -3.4% |
| 3M | -5.0% | -13.9% | +8.9% | -2.5% |
| 6M | -13.5% | -18.4% | +4.9% | -9.6% |
| YTD | +11.7% | +29.6% | -17.9% | -0.4% |
| 1Y | +21.3% | +32.8% | -11.5% | +7.1% |
| All | +554.4% | +162.5% | +391.9% | +375.2% |
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 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