+14.6%
D vs CASY
+253.8%
-239.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.8% | +3.6% | -2.8% | +0.3% |
| 30D | +10.7% | +7.2% | +3.5% | +9.6% |
| 3M | +2.3% | -16.9% | +19.2% | +4.7% |
| 6M | +12.5% | -19.3% | +31.8% | +15.3% |
| YTD | +20.1% | +25.6% | -5.6% | +14.2% |
| 1Y | +15.6% | +30.2% | -14.6% | +9.1% |
| 3Y | +75.2% | +154.9% | -79.7% | +44.2% |
| 5Y | +14.6% | +252.1% | -237.5% | -11.3% |
| All | +14.6% | +253.8% | -239.2% | -11.3% |
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