+35.4%
DD vs CASY
+32.1%
+3.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.8% |
| 7D | +8.7% | +0.8% | +7.9% | +8.7% |
| 30D | +15.3% | +9.4% | +5.9% | +14.9% |
| 3M | +5.9% | -20.6% | +26.5% | +7.0% |
| 6M | +11.6% | -20.7% | +32.3% | +16.5% |
| YTD | +26.5% | +22.5% | +4.0% | +17.3% |
| 1Y | +35.4% | +29.5% | +5.9% | +23.3% |
| All | +35.4% | +32.1% | +3.3% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling