-23.4%
CLF vs CASY
+161.8%
-185.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +10.4% | +3.6% | +6.8% | +9.6% |
| 30D | +0.6% | +9.1% | -8.5% | -1.6% |
| 3M | +4.1% | -16.5% | +20.6% | +8.3% |
| 6M | +15.1% | -19.7% | +34.8% | +21.3% |
| YTD | -4.7% | +29.3% | -34.0% | -14.9% |
| 1Y | +20.4% | +33.1% | -12.8% | +6.2% |
| 3Y | -23.4% | +158.5% | -181.9% | -43.7% |
| All | -23.4% | +161.8% | -185.2% | -43.7% |
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