+48.9%
CIEN vs CASY
+32.1%
+16.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.4% | -10.7% | -9.4% |
| 7D | -25.0% | +0.8% | -25.9% | -25.1% |
| 30D | -30.1% | +9.4% | -39.6% | -31.0% |
| 3M | -33.8% | -20.6% | -13.2% | -30.6% |
| 6M | -49.4% | -20.7% | -28.7% | -45.5% |
| YTD | +16.4% | +22.5% | -6.1% | +14.6% |
| 1Y | +48.9% | +29.5% | +19.4% | +48.8% |
| All | +48.9% | +32.1% | +16.7% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling