+283.6%
CASY vs SPY
+82.0%
+201.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -11.3% | +0.1% | -11.4% | -11.4% |
| 3M | -0.6% | +2.0% | -2.6% | -2.0% |
| 6M | +10.7% | +13.0% | -2.3% | +2.9% |
| YTD | +37.1% | +13.5% | +23.6% | +27.0% |
| 1Y | +52.3% | +20.0% | +32.3% | +36.3% |
| 3Y | +215.2% | +77.2% | +138.0% | +124.0% |
| All | +283.6% | +82.0% | +201.6% | +163.1% |
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 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