+10.6%
CI vs CASY
-19.3%
+29.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.4% |
| 7D | +1.0% | +1.8% | -0.8% | +0.9% |
| 30D | +9.9% | +11.2% | -1.3% | +9.4% |
| 3M | +12.1% | -19.1% | +31.1% | +13.3% |
| 6M | +10.6% | -19.9% | +30.5% | +14.2% |
| All | +10.6% | -19.3% | +29.9% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling