-69.4%
CAPR vs CASY
+555.0%
-624.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.2% |
| 7D | +5.9% | +3.6% | +2.3% | +4.9% |
| 30D | +44.6% | +9.1% | +35.6% | +40.6% |
| 3M | +126.4% | -16.5% | +142.9% | +137.5% |
| 6M | -68.6% | -19.7% | -48.9% | -66.9% |
| YTD | -67.0% | +29.3% | -96.2% | -70.9% |
| 1Y | +65.2% | +33.1% | +32.0% | +42.5% |
| 3Y | +235.6% | +158.5% | +77.0% | +101.6% |
| 5Y | +175.4% | +266.7% | -91.3% | +29.8% |
| All | -69.4% | +555.0% | -624.4% | -90.4% |
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 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