+250.8%
CASY vs SPY
+67.4%
+183.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.1% | -2.7% | +3.8% | +2.3% |
| 30D | +8.7% | -5.4% | +14.1% | +11.5% |
| 3M | -17.3% | -4.1% | -13.2% | -15.8% |
| 6M | -19.7% | +0.7% | -20.4% | -20.7% |
| YTD | +24.8% | +8.7% | +16.2% | +17.9% |
| 1Y | +31.9% | +10.9% | +21.0% | +23.1% |
| 3Y | +155.4% | +75.0% | +80.4% | +82.3% |
| All | +250.8% | +67.4% | +183.5% | +153.0% |
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 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