+268.6%
CASY vs SPY
+72.1%
+196.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +3.6% | +2.6% | +1.0% | +2.3% |
| 30D | +9.1% | -2.0% | +11.0% | +9.9% |
| 3M | -16.5% | -2.8% | -13.7% | -15.5% |
| 6M | -19.7% | +2.1% | -21.8% | -21.2% |
| YTD | +29.3% | +11.5% | +17.8% | +20.6% |
| 1Y | +33.1% | +13.5% | +19.7% | +22.9% |
| 3Y | +158.5% | +77.7% | +80.8% | +83.2% |
| All | +268.6% | +72.1% | +196.5% | +162.4% |
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