+334.9%
COMP vs CASY
+154.8%
+180.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +2.2% | -10.3% | -8.5% |
| 7D | -1.8% | +1.8% | -3.6% | -2.2% |
| 30D | -0.8% | +11.2% | -11.9% | -2.5% |
| 3M | -28.1% | -19.1% | -9.1% | -25.9% |
| 6M | +27.0% | -19.9% | +46.9% | +31.1% |
| YTD | -12.8% | +25.2% | -37.9% | -23.9% |
| 1Y | +4.9% | +31.6% | -26.7% | -10.4% |
| All | +334.9% | +154.8% | +180.1% | +189.5% |
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