+45.8%
CSX vs CASY
+32.1%
+13.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.5% |
| 7D | -2.7% | +1.8% | -4.5% | -2.8% |
| 30D | +7.0% | +11.2% | -4.2% | +6.3% |
| 3M | -0.3% | -19.1% | +18.8% | +0.6% |
| 6M | +13.5% | -19.9% | +33.4% | +16.6% |
| YTD | +41.5% | +25.2% | +16.3% | +39.6% |
| 1Y | +45.8% | +31.6% | +14.1% | +43.0% |
| All | +45.8% | +32.1% | +13.6% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling