-54.2%
COMP vs CASY
+229.6%
-283.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +2.2% | -10.3% | -8.8% |
| 7D | -1.8% | +1.8% | -3.6% | -2.4% |
| 30D | -0.8% | +11.2% | -11.9% | -4.0% |
| 3M | -28.1% | -19.1% | -9.1% | -23.8% |
| 6M | +27.0% | -19.9% | +46.9% | +33.0% |
| YTD | -12.8% | +25.2% | -37.9% | -26.1% |
| 1Y | +4.9% | +31.6% | -26.7% | -13.5% |
| 3Y | +321.0% | +155.4% | +165.6% | +138.2% |
| 5Y | -25.6% | +251.5% | -277.1% | -66.8% |
| All | -54.2% | +229.6% | -283.8% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling