+15.2%
D vs CASY
+250.1%
-234.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +3.0% | +1.1% | +1.9% | +2.8% |
| 30D | +11.5% | +8.7% | +2.8% | +10.2% |
| 3M | +3.7% | -17.3% | +21.0% | +6.3% |
| 6M | +13.5% | -19.7% | +33.3% | +16.5% |
| YTD | +20.7% | +24.8% | -4.1% | +14.9% |
| 1Y | +18.2% | +31.9% | -13.7% | +11.3% |
| 3Y | +73.3% | +155.4% | -82.1% | +42.6% |
| All | +15.2% | +250.1% | -234.9% | -10.9% |
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