+2,439.1%
CASS vs SPY
+1,770.1%
+669.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +0.7% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +3.7% | -3.3% | +7.1% | +5.9% |
| 3M | -3.9% | -2.4% | -1.5% | -2.5% |
| 6M | +17.7% | +2.6% | +15.1% | +15.2% |
| YTD | +36.1% | +11.2% | +24.8% | +26.2% |
| 1Y | +43.9% | +13.4% | +30.5% | +31.7% |
| 3Y | +52.9% | +79.9% | -27.0% | +3.5% |
| 5Y | +41.6% | +72.2% | -30.5% | -2.4% |
| 10Y | +61.6% | +307.3% | -245.8% | -33.4% |
| All | +2,439.1% | +1,770.1% | +669.0% | +630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling