+207.2%
COMP vs CASY
+215.7%
-8.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -13.3% | -11.3% | -2.0% | -11.5% |
| 3M | +41.1% | -0.6% | +41.8% | +37.8% |
| 6M | +17.2% | +10.7% | +6.5% | +9.0% |
| YTD | +5.2% | +37.1% | -31.9% | -9.9% |
| 1Y | +18.9% | +52.3% | -33.4% | -2.8% |
| All | +207.2% | +215.7% | -8.5% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling