+7,803.6%
CI vs CASY
+33,031.0%
-25,227.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +5.4% | +8.7% | -3.3% | +3.7% |
| 3M | +7.3% | -17.3% | +24.6% | +10.9% |
| 6M | +5.3% | -19.7% | +25.0% | +8.8% |
| YTD | +8.5% | +24.8% | -16.3% | +2.1% |
| 1Y | +17.1% | +31.9% | -14.8% | +9.0% |
| 3Y | +1.4% | +155.4% | -154.0% | -18.8% |
| 5Y | +50.5% | +250.6% | -200.1% | +12.0% |
| 10Y | +168.5% | +556.8% | -388.3% | +74.9% |
| All | +7,803.6% | +33,031.0% | -25,227.5% | +2,597.4% |
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