-46.0%
CLF vs CASY
+253.8%
-299.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.7% | +6.3% | +6.8% |
| 7D | -14.1% | +3.6% | -17.7% | -15.1% |
| 30D | -5.5% | +7.2% | -12.7% | -7.9% |
| 3M | 0.0% | -16.9% | +16.9% | +5.2% |
| 6M | +11.3% | -19.3% | +30.6% | +17.4% |
| YTD | -7.7% | +25.6% | -33.3% | -18.7% |
| 1Y | +17.5% | +30.2% | -12.6% | +1.7% |
| 3Y | -25.4% | +154.9% | -180.3% | -52.1% |
| 5Y | -46.0% | +252.1% | -298.1% | -72.0% |
| All | -46.0% | +253.8% | -299.7% | -72.0% |
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