+1,628.1%
CLS vs CASY
+553.2%
+1,074.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -22.2% | +1.1% | -23.3% | -22.5% |
| 30D | -44.4% | +8.7% | -53.1% | -46.3% |
| 3M | -34.3% | -17.3% | -17.0% | -30.8% |
| 6M | -50.1% | -19.7% | -30.3% | -47.6% |
| YTD | -30.1% | +24.8% | -54.9% | -37.9% |
| 1Y | -39.3% | +31.9% | -71.2% | -47.5% |
| 3Y | +732.7% | +155.4% | +577.3% | +443.4% |
| 5Y | +1,777.2% | +250.6% | +1,526.6% | +953.9% |
| All | +1,628.1% | +553.2% | +1,074.9% | +714.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling