+539.0%
CIEN vs CASY
+161.8%
+377.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.3% | -4.7% |
| 7D | +15.3% | +3.6% | +11.7% | +14.4% |
| 30D | -22.0% | +9.1% | -31.0% | -23.8% |
| 3M | -36.6% | -16.5% | -20.1% | -33.5% |
| 6M | -51.5% | -19.7% | -31.7% | -48.5% |
| YTD | +20.0% | +29.3% | -9.3% | +7.2% |
| 1Y | +44.5% | +33.1% | +11.3% | +27.4% |
| 3Y | +539.0% | +158.5% | +380.5% | +335.6% |
| All | +539.0% | +161.8% | +377.2% | +335.6% |
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 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