+256.9%
CAPR vs CASY
+155.2%
+101.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.8% | +9.5% |
| 7D | +36.0% | +3.6% | +32.5% | +36.6% |
| 30D | +25.8% | +7.2% | +18.6% | +26.8% |
| 3M | +140.8% | -16.9% | +157.8% | +133.5% |
| 6M | -67.6% | -19.3% | -48.2% | -68.6% |
| YTD | -65.9% | +25.6% | -91.5% | -64.0% |
| 1Y | +66.1% | +30.2% | +36.0% | +73.1% |
| 3Y | +256.9% | +154.9% | +102.0% | +284.5% |
| All | +256.9% | +155.2% | +101.7% | +284.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling