+8.4%
CI vs CASY
+155.2%
-146.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +0.1% | +3.6% | -3.4% | -0.3% |
| 30D | +4.7% | +7.2% | -2.5% | +3.8% |
| 3M | +5.2% | -16.9% | +22.1% | +7.5% |
| 6M | +3.8% | -19.3% | +23.1% | +6.4% |
| YTD | +9.2% | +25.6% | -16.4% | +3.6% |
| 1Y | +14.3% | +30.2% | -15.9% | +7.7% |
| 3Y | +8.4% | +154.9% | -146.4% | -19.6% |
| All | +8.4% | +155.2% | -146.8% | -19.6% |
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