+8,016.0%
CI vs CASY
+33,122.1%
-25,106.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | +1.0% | +1.8% | -0.8% | +0.7% |
| 30D | +9.9% | +11.2% | -1.3% | +7.6% |
| 3M | +12.1% | -19.1% | +31.1% | +16.4% |
| 6M | +10.6% | -19.9% | +30.5% | +14.4% |
| YTD | +11.4% | +25.2% | -13.8% | +4.8% |
| 1Y | +18.8% | +31.6% | -12.8% | +10.6% |
| 3Y | +2.9% | +155.4% | -152.6% | -17.6% |
| 5Y | +54.5% | +251.5% | -197.0% | +14.9% |
| 10Y | +175.7% | +558.6% | -382.9% | +79.5% |
| All | +8,016.0% | +33,122.1% | -25,106.1% | +2,668.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling