+7.8%
D vs CASY
+276.6%
-268.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 6M | +7.4% | +10.7% | -3.4% | +4.8% |
| YTD | +15.9% | +37.1% | -21.3% | +9.2% |
| 1Y | +18.1% | +52.3% | -34.2% | +9.2% |
| 3Y | +58.4% | +215.2% | -156.8% | +26.9% |
| All | +7.8% | +276.6% | -268.9% | -17.9% |
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