+19.7%
COMP vs CASY
+32.0%
-12.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +10.7% |
| 7D | +13.4% | +1.1% | +12.3% | +13.5% |
| 30D | +11.1% | +8.7% | +2.4% | +11.9% |
| 3M | -18.8% | -17.3% | -1.5% | -20.9% |
| 6M | +10.5% | -19.7% | +30.2% | +11.3% |
| YTD | -3.4% | +24.8% | -28.2% | -15.1% |
| 1Y | +19.7% | +31.9% | -12.2% | +7.3% |
| All | +19.7% | +32.0% | -12.3% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling