-98.1%
CAPR vs CASY
+3,046.7%
-3,144.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.0% |
| 7D | +29.7% | +1.8% | +27.9% | +29.2% |
| 30D | +11.0% | +11.2% | -0.2% | +8.6% |
| 3M | +118.8% | -19.1% | +137.9% | +126.4% |
| 6M | -73.9% | -19.9% | -54.0% | -73.1% |
| YTD | -70.2% | +25.2% | -95.4% | -72.0% |
| 1Y | +38.3% | +31.6% | +6.6% | +28.0% |
| 3Y | +199.7% | +155.4% | +44.2% | +133.4% |
| 5Y | +130.6% | +251.5% | -121.0% | +63.7% |
| 10Y | -68.5% | +558.6% | -627.1% | -80.4% |
| All | -98.1% | +3,046.7% | -3,144.8% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling