+5,435.1%
CL vs CASY
+33,122.1%
-27,687.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.4% |
| 7D | +5.9% | +1.8% | +4.1% | +5.7% |
| 30D | +13.8% | +11.2% | +2.6% | +12.1% |
| 3M | +6.4% | -19.1% | +25.5% | +9.2% |
| 6M | +15.6% | -19.9% | +35.5% | +18.4% |
| YTD | +27.9% | +25.2% | +2.7% | +23.0% |
| 1Y | +31.4% | +31.6% | -0.2% | +25.5% |
| 3Y | +41.4% | +155.4% | -114.0% | +22.3% |
| 5Y | +42.8% | +251.5% | -208.7% | +17.6% |
| 10Y | +79.7% | +558.6% | -479.0% | +34.8% |
| All | +5,435.1% | +33,122.1% | -27,687.0% | +2,773.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling