+116.3%
CBOE vs CASY
+161.8%
-45.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +6.3% | +3.6% | +2.7% | +5.9% |
| 30D | +24.9% | +9.1% | +15.9% | +23.7% |
| 3M | +28.5% | -16.5% | +45.0% | +30.3% |
| 6M | +2.9% | -19.7% | +22.6% | +3.8% |
| YTD | +50.7% | +29.3% | +21.4% | +50.5% |
| 1Y | +45.5% | +33.1% | +12.3% | +45.3% |
| 3Y | +116.3% | +158.5% | -42.2% | +113.8% |
| All | +116.3% | +161.8% | -45.5% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling