+92.6%
CAPR vs CASY
+276.6%
-184.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +139.2% | -11.3% | +150.5% | +137.9% |
| 3M | -66.4% | -0.6% | -65.7% | -66.5% |
| 6M | -63.1% | +10.7% | -73.9% | -63.2% |
| YTD | -67.4% | +37.1% | -104.6% | -67.1% |
| 1Y | +58.2% | +52.3% | +6.0% | +55.8% |
| 3Y | +42.2% | +215.2% | -173.0% | +29.3% |
| All | +92.6% | +276.6% | -184.0% | +70.9% |
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