+206.6%
C vs CASY
+154.8%
+51.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -5.3% |
| 7D | -5.3% | +1.8% | -7.1% | -5.5% |
| 30D | -7.3% | +11.2% | -18.5% | -8.5% |
| 3M | -13.5% | -19.1% | +5.6% | -11.1% |
| 6M | -6.5% | -19.9% | +13.4% | -3.8% |
| YTD | +3.6% | +25.2% | -21.6% | -3.8% |
| 1Y | +18.9% | +31.6% | -12.7% | +8.9% |
| All | +206.6% | +154.8% | +51.8% | +146.0% |
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