+52.7%
CI vs CASY
+254.7%
-202.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.4% |
| 7D | +2.6% | +5.0% | -2.4% | +1.7% |
| 30D | +7.3% | +8.2% | -0.9% | +5.9% |
| 3M | +9.5% | -18.2% | +27.7% | +13.2% |
| 6M | +6.4% | -18.6% | +25.0% | +9.8% |
| YTD | +12.0% | +26.8% | -14.8% | +4.3% |
| 1Y | +20.1% | +31.6% | -11.5% | +10.8% |
| 3Y | +9.6% | +156.5% | -146.9% | -15.9% |
| 5Y | +52.7% | +258.6% | -205.9% | +2.6% |
| All | +52.7% | +254.7% | -202.0% | +2.6% |
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 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