+630.6%
CLF vs CASY
+33,031.0%
-32,400.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -19.6% | +1.1% | -20.7% | -20.0% |
| 30D | -5.0% | +8.7% | -13.7% | -7.8% |
| 3M | -6.3% | -17.3% | +11.0% | -1.5% |
| 6M | +2.8% | -19.7% | +22.5% | +7.7% |
| YTD | -13.7% | +24.8% | -38.5% | -21.7% |
| 1Y | +13.6% | +31.9% | -18.3% | +1.0% |
| 3Y | -34.0% | +155.4% | -189.4% | -53.2% |
| 5Y | -48.7% | +250.6% | -299.3% | -67.4% |
| 10Y | +113.4% | +556.8% | -443.4% | +11.3% |
| All | +630.6% | +33,031.0% | -32,400.5% | +107.6% |
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