+46.6%
CASS vs SPY
+82.0%
-35.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.9% | +0.1% | -2.0% | -2.0% |
| 3M | +20.1% | +2.0% | +18.1% | +18.1% |
| 6M | +23.7% | +13.0% | +10.7% | +13.4% |
| YTD | +37.1% | +13.5% | +23.5% | +25.2% |
| 1Y | +32.0% | +20.0% | +12.1% | +15.9% |
| 3Y | +58.4% | +77.2% | -18.8% | +6.9% |
| All | +46.6% | +82.0% | -35.4% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling