+1,980.9%
CLS vs CASY
+266.7%
+1,714.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | +16.3% | +3.6% | +12.7% | +15.4% |
| 30D | -25.7% | +9.1% | -34.7% | -27.5% |
| 3M | -30.9% | -16.5% | -14.3% | -27.7% |
| 6M | -35.5% | -19.7% | -15.8% | -32.0% |
| YTD | -18.7% | +29.3% | -48.0% | -27.2% |
| 1Y | -17.9% | +33.1% | -51.0% | -27.4% |
| 3Y | +838.1% | +158.5% | +679.6% | +538.3% |
| All | +1,980.9% | +266.7% | +1,714.2% | +1,078.4% |
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