+2,271.9%
D vs CASY
+36,294.0%
-34,022.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -2.6% | -11.3% | +8.8% | -1.0% |
| 3M | 0.0% | -0.6% | +0.7% | -0.4% |
| 6M | +7.4% | +10.7% | -3.4% | +5.2% |
| YTD | +15.9% | +37.1% | -21.3% | +10.3% |
| 1Y | +18.1% | +52.3% | -34.2% | +10.7% |
| 3Y | +58.4% | +215.2% | -156.8% | +33.0% |
| 5Y | +5.2% | +276.5% | -271.3% | -14.3% |
| 10Y | +35.9% | +508.4% | -472.5% | +3.3% |
| All | +2,271.9% | +36,294.0% | -34,022.1% | +1,201.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling