+508.0%
CBOE vs CASY
+550.0%
-42.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | +4.5% | +2.5% | +2.0% | +4.0% |
| 30D | +26.2% | +10.2% | +16.0% | +23.9% |
| 3M | +27.1% | -15.7% | +42.8% | +30.7% |
| 6M | +4.2% | -18.4% | +22.6% | +7.3% |
| YTD | +48.0% | +28.3% | +19.8% | +40.7% |
| 1Y | +42.4% | +32.6% | +9.9% | +34.5% |
| 3Y | +116.8% | +159.5% | -42.7% | +76.8% |
| 5Y | +199.0% | +263.9% | -64.9% | +123.0% |
| All | +508.0% | +550.0% | -42.0% | +312.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling