-5.2%
CAI vs CASY
+32.9%
-38.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -3.8% |
| 7D | -8.7% | +3.6% | -12.2% | -8.4% |
| 30D | -23.8% | +9.1% | -32.9% | -23.4% |
| 3M | +3.9% | -16.5% | +20.4% | +3.1% |
| 6M | +56.8% | -19.7% | +76.5% | +59.1% |
| YTD | -14.6% | +29.3% | -43.9% | -17.9% |
| 1Y | -5.2% | +33.1% | -38.3% | -8.2% |
| All | -5.2% | +32.9% | -38.0% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling