+426.2%
COMP vs CASY
+162.5%
+263.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.3% |
| 7D | +2.2% | +5.8% | -3.6% | +1.2% |
| 30D | +16.3% | +10.7% | +5.6% | +14.4% |
| 3M | -19.1% | -13.9% | -5.3% | -17.4% |
| 6M | +17.1% | -18.4% | +35.6% | +21.0% |
| YTD | -2.9% | +29.6% | -32.6% | -15.9% |
| 1Y | +8.8% | +32.8% | -24.0% | -6.8% |
| All | +426.2% | +162.5% | +263.6% | +243.3% |
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 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