-14.2%
CAI vs CASY
+23.6%
-37.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.2% | +11.1% | -3.5% |
| 7D | -3.1% | -16.5% | +13.4% | -3.6% |
| 30D | +2.7% | -26.4% | +29.1% | +1.4% |
| 3M | +41.7% | -17.3% | +59.0% | +38.8% |
| 6M | +26.5% | -5.2% | +31.7% | +21.1% |
| YTD | -10.9% | +14.1% | -25.0% | -13.9% |
| 1Y | -29.2% | +16.6% | -45.8% | -31.8% |
| All | -14.2% | +23.6% | -37.8% | -15.2% |
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 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