+49.6%
CASS vs SPY
+73.9%
-24.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | +2.7% | -2.7% | +5.4% | +4.5% |
| 30D | +1.3% | -5.4% | +6.7% | +4.9% |
| 3M | -6.2% | -4.1% | -2.1% | -3.8% |
| 6M | +16.5% | +0.7% | +15.8% | +15.0% |
| YTD | +33.1% | +8.7% | +24.4% | +24.0% |
| 1Y | +40.1% | +10.9% | +29.2% | +28.4% |
| All | +49.6% | +73.9% | -24.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling