+144.6%
CAPR vs CASY
+250.1%
-105.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +4.9% | +4.6% |
| 7D | +41.1% | +1.1% | +40.0% | +41.1% |
| 30D | +11.1% | +8.7% | +2.4% | +11.2% |
| 3M | +115.3% | -17.3% | +132.6% | +113.1% |
| 6M | -73.8% | -19.7% | -54.1% | -74.0% |
| YTD | -68.8% | +24.8% | -93.6% | -68.7% |
| 1Y | +43.3% | +31.9% | +11.4% | +41.6% |
| 3Y | +214.7% | +155.4% | +59.3% | +184.0% |
| All | +144.6% | +250.1% | -105.6% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling