+202.9%
CBOE vs CASY
+254.7%
-51.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.3% |
| 7D | +6.0% | +5.0% | +1.0% | +5.2% |
| 30D | +19.9% | +8.2% | +11.8% | +18.5% |
| 3M | +28.4% | -18.2% | +46.5% | +31.7% |
| 6M | +5.2% | -18.6% | +23.8% | +7.5% |
| YTD | +46.4% | +26.8% | +19.6% | +42.1% |
| 1Y | +41.8% | +31.6% | +10.2% | +37.0% |
| 3Y | +114.4% | +156.5% | -42.1% | +84.9% |
| 5Y | +202.9% | +258.6% | -55.7% | +133.3% |
| All | +202.9% | +254.7% | -51.8% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling