-17.0%
COMP vs CASY
+254.7%
-271.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.9% | -8.3% | -7.7% |
| 7D | +7.2% | +5.0% | +2.2% | +5.5% |
| 30D | +6.4% | +8.2% | -1.8% | +3.8% |
| 3M | -19.4% | -18.2% | -1.3% | -14.9% |
| 6M | +14.6% | -18.6% | +33.2% | +19.4% |
| YTD | -5.5% | +26.8% | -32.3% | -20.5% |
| 1Y | +13.7% | +31.6% | -17.9% | -6.5% |
| 3Y | +409.7% | +156.5% | +253.2% | +183.0% |
| 5Y | -17.0% | +258.6% | -275.7% | -65.6% |
| All | -17.0% | +254.7% | -271.7% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling