+47.2%
CAPR vs CASY
+32.1%
+15.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +6.8% | +8.9% |
| 7D | +43.2% | +0.8% | +42.4% | +43.8% |
| 30D | +14.7% | +9.4% | +5.2% | +20.0% |
| 3M | +113.9% | -20.6% | +134.5% | +82.2% |
| 6M | -73.4% | -20.7% | -52.7% | -79.6% |
| YTD | -69.1% | +22.5% | -91.6% | +26.6% |
| 1Y | +47.2% | +29.5% | +17.7% | +642.1% |
| All | +47.2% | +32.1% | +15.0% | +642.1% |
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