+602.8%
AU vs CASY
+6,218.1%
-5,615.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -7.2% | +3.6% | -10.8% | -7.5% |
| 30D | -2.9% | +9.1% | -11.9% | -3.8% |
| 3M | -8.7% | -16.5% | +7.9% | -7.2% |
| 6M | -14.1% | -19.7% | +5.6% | -12.8% |
| YTD | +4.8% | +29.3% | -24.5% | +1.1% |
| 1Y | +11.9% | +33.1% | -21.2% | +7.6% |
| 3Y | +513.8% | +158.5% | +355.3% | +451.0% |
| 5Y | +379.3% | +266.7% | +112.6% | +314.6% |
| 10Y | +837.1% | +553.5% | +283.6% | +654.0% |
| All | +602.8% | +6,218.1% | -5,615.3% | +358.8% |
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 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