+97.1%
CBOE vs CASY
+209.8%
-112.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.4% |
| 7D | -4.6% | -4.4% | -0.3% | -4.3% |
| 30D | +2.6% | -12.0% | +14.7% | +3.8% |
| 3M | +4.9% | -2.3% | +7.3% | +5.3% |
| 6M | -2.2% | +10.5% | -12.7% | -1.7% |
| YTD | +17.7% | +33.0% | -15.3% | +17.9% |
| 1Y | +26.1% | +41.1% | -15.1% | +26.3% |
| 3Y | +97.1% | +207.5% | -110.4% | +104.5% |
| All | +97.1% | +209.8% | -112.7% | +104.5% |
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 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