+195.3%
B vs CASY
+155.2%
+40.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.6% | +4.1% |
| 7D | +11.3% | +3.6% | +7.7% | +10.9% |
| 30D | +2.9% | +7.2% | -4.3% | +2.0% |
| 3M | -2.9% | -16.9% | +14.1% | -0.6% |
| 6M | -1.2% | -19.3% | +18.1% | +1.9% |
| YTD | -1.3% | +25.6% | -27.0% | -9.0% |
| 1Y | +30.4% | +30.2% | +0.3% | +19.0% |
| 3Y | +195.3% | +154.9% | +40.4% | +124.2% |
| All | +195.3% | +155.2% | +40.1% | +124.2% |
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