+20,980.0%
CASY vs SPY
+2,954.7%
+18,025.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +1.1% | -2.7% | +3.8% | +2.9% |
| 30D | +8.7% | -5.4% | +14.1% | +12.7% |
| 3M | -17.3% | -4.1% | -13.2% | -15.1% |
| 6M | -19.7% | +0.7% | -20.4% | -21.0% |
| YTD | +24.8% | +8.7% | +16.2% | +16.2% |
| 1Y | +31.9% | +10.9% | +21.0% | +20.9% |
| 3Y | +155.4% | +75.0% | +80.4% | +66.6% |
| 5Y | +250.6% | +67.8% | +182.8% | +132.1% |
| 10Y | +556.8% | +312.9% | +244.0% | +120.1% |
| All | +20,980.0% | +2,954.7% | +18,025.3% | +2,017.5% |
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