+135.5%
CVE vs CASY
+250.1%
-114.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -16.1% | +1.1% | -17.2% | -16.3% |
| 30D | -10.4% | +8.7% | -19.1% | -11.5% |
| 3M | -2.4% | -17.3% | +14.9% | +0.1% |
| 6M | -4.4% | -19.7% | +15.3% | -1.8% |
| YTD | +64.9% | +24.8% | +40.1% | +59.3% |
| 1Y | +66.0% | +31.9% | +34.1% | +58.8% |
| 3Y | +57.7% | +155.4% | -97.7% | +33.9% |
| All | +135.5% | +250.1% | -114.6% | +97.3% |
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