+477.0%
CIEN vs CASY
+276.6%
+200.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -15.2% | +0.1% | -15.3% | -15.3% |
| 30D | -21.5% | -11.3% | -10.1% | -18.4% |
| 3M | -40.1% | -0.6% | -39.4% | -41.2% |
| 6M | -6.6% | +10.7% | -17.3% | -11.6% |
| YTD | +37.3% | +37.1% | +0.1% | +20.1% |
| 1Y | +174.5% | +52.3% | +122.2% | +129.7% |
| 3Y | +562.3% | +215.2% | +347.1% | +309.9% |
| All | +477.0% | +276.6% | +200.4% | +217.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling