-73.9%
CAPR vs CASY
-19.3%
-54.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -3.4% |
| 7D | +29.7% | +1.8% | +27.9% | +30.0% |
| 30D | +11.0% | +11.2% | -0.2% | +12.0% |
| 3M | +118.8% | -19.1% | +137.9% | +105.7% |
| 6M | -73.9% | -19.9% | -54.0% | -75.5% |
| All | -73.9% | -19.3% | -54.6% | -75.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling