+719.8%
CLF vs CASY
+33,553.3%
-32,833.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.6% |
| 7D | -9.1% | +5.0% | -14.0% | -10.5% |
| 30D | -0.9% | +8.2% | -9.1% | -3.7% |
| 3M | +3.0% | -18.2% | +21.1% | +8.6% |
| 6M | +16.7% | -18.6% | +35.3% | +21.7% |
| YTD | -3.2% | +26.8% | -30.0% | -12.6% |
| 1Y | +24.6% | +31.6% | -7.0% | +10.9% |
| 3Y | -22.3% | +156.5% | -178.8% | -45.0% |
| 5Y | -41.2% | +258.6% | -299.8% | -62.9% |
| 10Y | +83.5% | +550.3% | -466.7% | -4.0% |
| All | +719.8% | +33,553.3% | -32,833.5% | +131.9% |
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