+7,463.6%
CI vs CASY
+36,294.0%
-28,830.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +4.4% | -11.3% | +15.8% | +6.9% |
| 3M | +0.7% | -0.6% | +1.3% | +0.1% |
| 6M | +0.3% | +10.7% | -10.4% | -2.7% |
| YTD | +3.8% | +37.1% | -33.3% | -3.7% |
| 1Y | -5.5% | +52.3% | -57.8% | -14.2% |
| 3Y | +8.1% | +215.2% | -207.1% | -16.9% |
| 5Y | +42.8% | +276.5% | -233.7% | +5.1% |
| 10Y | +143.9% | +508.4% | -364.5% | +61.2% |
| All | +7,463.6% | +36,294.0% | -28,830.4% | +2,442.6% |
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 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