+152.7%
CAPR vs CASY
+254.7%
-102.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.9% | -10.9% | -9.9% |
| 7D | +7.6% | +5.0% | +2.7% | +7.8% |
| 30D | +13.3% | +8.2% | +5.1% | +13.4% |
| 3M | +130.4% | -18.2% | +148.6% | +128.0% |
| 6M | -70.8% | -18.6% | -52.2% | -71.0% |
| YTD | -69.3% | +26.8% | -96.1% | -69.1% |
| 1Y | +59.5% | +31.6% | +27.9% | +58.3% |
| 3Y | +216.8% | +156.5% | +60.3% | +187.0% |
| 5Y | +152.7% | +258.6% | -105.9% | +116.9% |
| All | +152.7% | +254.7% | -102.0% | +116.9% |
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 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