+3,231.7%
CLS vs CASY
+5,922.2%
-2,690.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | -13.9% | -11.3% | -2.5% | -10.2% |
| 3M | -26.6% | -0.6% | -25.9% | -27.6% |
| 6M | +15.4% | +10.7% | +4.7% | +9.7% |
| YTD | +5.7% | +37.1% | -31.5% | -7.0% |
| 1Y | +41.1% | +52.3% | -11.2% | +19.0% |
| 3Y | +1,228.6% | +215.2% | +1,013.4% | +746.4% |
| 5Y | +3,240.6% | +276.5% | +2,964.1% | +1,872.7% |
| 10Y | +2,760.3% | +508.4% | +2,252.0% | +1,281.3% |
| All | +3,231.7% | +5,922.2% | -2,690.4% | +478.1% |
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