+36.9%
DD vs CASY
+42.6%
-5.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | -0.6% | -4.4% | +3.8% | -0.4% |
| 30D | -7.4% | -12.0% | +4.6% | -6.9% |
| 3M | -6.4% | -2.3% | -4.1% | -7.7% |
| 6M | -2.5% | +10.5% | -13.0% | -6.8% |
| YTD | +10.2% | +33.0% | -22.8% | +1.3% |
| 1Y | +36.9% | +41.1% | -4.2% | +23.0% |
| All | +36.9% | +42.6% | -5.7% | +23.0% |
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 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