+463.1%
CIEN vs CASY
+154.1%
+309.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.7% | +5.5% |
| 7D | -24.1% | +1.1% | -25.2% | -24.3% |
| 30D | -45.5% | +8.7% | -54.2% | -46.8% |
| 3M | -39.7% | -17.3% | -22.4% | -36.8% |
| 6M | -57.8% | -19.7% | -38.1% | -55.5% |
| YTD | +4.1% | +24.8% | -20.8% | -6.3% |
| 1Y | +20.8% | +31.9% | -11.1% | +6.3% |
| 3Y | +463.1% | +155.4% | +307.8% | +282.4% |
| All | +463.1% | +154.1% | +309.1% | +282.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling