+14.0%
D vs CASY
+254.0%
-240.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.5% |
| 7D | +6.9% | +1.8% | +5.1% | +6.7% |
| 30D | +12.3% | +11.2% | +1.1% | +10.6% |
| 3M | +3.0% | -19.1% | +22.1% | +5.9% |
| 6M | +12.8% | -19.9% | +32.7% | +15.8% |
| YTD | +22.6% | +25.2% | -2.6% | +16.6% |
| 1Y | +21.7% | +31.6% | -10.0% | +14.6% |
| 3Y | +83.9% | +155.4% | -71.5% | +51.3% |
| 5Y | +14.0% | +251.5% | -237.6% | -12.0% |
| All | +14.0% | +254.0% | -240.1% | -12.0% |
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 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