+30.0%
CL vs CASY
+276.6%
-246.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.8% | -11.3% | +6.5% | -3.0% |
| 3M | +4.9% | -0.6% | +5.6% | +4.4% |
| 6M | -5.7% | +10.7% | -16.4% | -8.2% |
| YTD | +14.4% | +37.1% | -22.7% | +7.2% |
| 1Y | +8.7% | +52.3% | -43.6% | -0.1% |
| 3Y | +30.0% | +215.2% | -185.2% | +2.2% |
| All | +30.0% | +276.6% | -246.6% | -5.2% |
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