-6.5%
C vs CASY
-19.3%
+12.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -4.8% |
| 7D | -5.3% | +1.8% | -7.1% | -5.1% |
| 30D | -7.3% | +11.2% | -18.5% | -6.4% |
| 3M | -13.5% | -19.1% | +5.6% | -14.8% |
| 6M | -6.5% | -19.9% | +13.4% | -9.2% |
| All | -6.5% | -19.3% | +12.8% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling