+992.7%
C vs CASY
+33,122.1%
-32,129.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -5.8% |
| 7D | -5.3% | +1.8% | -7.1% | -5.9% |
| 30D | -7.3% | +11.2% | -18.5% | -10.7% |
| 3M | -13.5% | -19.1% | +5.6% | -8.2% |
| 6M | -6.5% | -19.9% | +13.4% | -2.0% |
| YTD | +3.6% | +25.2% | -21.6% | -7.0% |
| 1Y | +18.9% | +31.6% | -12.7% | +4.7% |
| 3Y | +205.0% | +155.4% | +49.6% | +109.5% |
| 5Y | +109.4% | +251.5% | -142.2% | +26.8% |
| 10Y | +232.9% | +558.6% | -325.7% | +61.1% |
| All | +992.7% | +33,122.1% | -32,129.4% | +84.4% |
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