+7,262.2%
CB vs CASY
+21,037.9%
-13,775.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | +2.6% | +1.8% | +0.7% | +2.1% |
| 30D | +11.2% | +11.2% | 0.0% | +8.3% |
| 3M | +5.7% | -19.1% | +24.8% | +10.7% |
| 6M | +15.9% | -19.9% | +35.8% | +20.8% |
| YTD | +20.2% | +25.2% | -5.0% | +11.6% |
| 1Y | +32.4% | +31.6% | +0.8% | +21.3% |
| 3Y | +75.5% | +155.4% | -79.9% | +33.0% |
| 5Y | +105.5% | +251.5% | -146.0% | +41.8% |
| 10Y | +258.5% | +558.6% | -300.1% | +107.3% |
| All | +7,262.2% | +21,037.9% | -13,775.8% | +1,999.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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