-64.7%
CAPR vs CASY
+551.3%
-616.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.8% | +9.2% |
| 7D | +36.0% | +3.6% | +32.5% | +34.5% |
| 30D | +25.8% | +7.2% | +18.6% | +22.7% |
| 3M | +140.8% | -16.9% | +157.8% | +152.6% |
| 6M | -67.6% | -19.3% | -48.2% | -65.9% |
| YTD | -65.9% | +25.6% | -91.5% | -69.7% |
| 1Y | +66.1% | +30.2% | +36.0% | +44.0% |
| 3Y | +256.9% | +154.9% | +102.0% | +113.3% |
| 5Y | +172.1% | +252.1% | -80.0% | +29.2% |
| 10Y | -64.7% | +535.8% | -600.5% | -89.4% |
| All | -64.7% | +551.3% | -616.0% | -89.4% |
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