-66.2%
CAPR vs CASY
+553.2%
-619.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +4.9% | +4.7% |
| 7D | +41.1% | +1.1% | +40.0% | +40.4% |
| 30D | +11.1% | +8.7% | +2.4% | +7.9% |
| 3M | +115.3% | -17.3% | +132.6% | +126.2% |
| 6M | -73.8% | -19.7% | -54.1% | -72.5% |
| YTD | -68.8% | +24.8% | -93.6% | -72.3% |
| 1Y | +43.3% | +31.9% | +11.4% | +23.1% |
| 3Y | +214.7% | +155.4% | +59.3% | +87.3% |
| 5Y | +141.3% | +250.6% | -109.3% | +14.4% |
| All | -66.2% | +553.2% | -619.3% | -89.9% |
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