-44.8%
COMP vs CASY
+261.0%
-305.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.1% |
| 3M | +41.1% | -0.6% | +41.8% | +37.0% |
| 6M | +17.2% | +10.7% | +6.5% | +7.4% |
| YTD | +5.2% | +37.1% | -31.9% | -12.9% |
| 1Y | +18.9% | +52.3% | -33.4% | -6.9% |
| 3Y | +215.9% | +215.2% | +0.7% | +63.4% |
| 5Y | -31.2% | +276.5% | -307.7% | -70.1% |
| All | -44.8% | +261.0% | -305.9% | -76.2% |
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 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