+803.7%
B vs CASY
+36,294.0%
-35,490.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +9.4% | -11.3% | +20.8% | +9.9% |
| 3M | +5.0% | -0.6% | +5.6% | +4.8% |
| 6M | -3.5% | +10.7% | -14.3% | -4.2% |
| YTD | +4.5% | +37.1% | -32.7% | +2.8% |
| 1Y | +67.8% | +52.3% | +15.5% | +64.4% |
| 3Y | +196.7% | +215.2% | -18.5% | +182.7% |
| 5Y | +151.9% | +276.5% | -124.6% | +138.4% |
| 10Y | +202.2% | +508.4% | -306.2% | +180.8% |
| All | +803.7% | +36,294.0% | -35,490.3% | +744.7% |
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