-74.9%
CAPR vs CASY
+505.6%
-580.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +139.2% | -11.3% | +150.5% | +146.7% |
| 3M | -66.4% | -0.6% | -65.7% | -67.0% |
| 6M | -63.1% | +10.7% | -73.9% | -65.2% |
| YTD | -67.4% | +37.1% | -104.6% | -71.6% |
| 1Y | +58.2% | +52.3% | +6.0% | +29.9% |
| 3Y | +42.2% | +215.2% | -173.0% | -21.0% |
| 5Y | +87.3% | +276.5% | -189.2% | -9.8% |
| All | -74.9% | +505.6% | -580.5% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling