+109.4%
C vs CASY
+254.0%
-144.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -5.4% |
| 7D | -5.3% | +1.8% | -7.1% | -5.6% |
| 30D | -7.3% | +11.2% | -18.5% | -9.2% |
| 3M | -13.5% | -19.1% | +5.6% | -10.2% |
| 6M | -6.5% | -19.9% | +13.4% | -3.2% |
| YTD | +3.6% | +25.2% | -21.6% | -5.0% |
| 1Y | +18.9% | +31.6% | -12.7% | +7.4% |
| 3Y | +205.0% | +155.4% | +49.6% | +124.6% |
| 5Y | +109.4% | +251.5% | -142.2% | +37.6% |
| All | +109.4% | +254.0% | -144.7% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling