+77.9%
DD vs CASY
+154.1%
-76.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +4.6% | +1.1% | +3.5% | +4.4% |
| 30D | +11.8% | +8.7% | +3.1% | +10.2% |
| 3M | +2.2% | -17.3% | +19.5% | +5.1% |
| 6M | -1.6% | -19.7% | +18.1% | +1.9% |
| YTD | +23.0% | +24.8% | -1.8% | +13.1% |
| 1Y | +26.9% | +31.9% | -5.0% | +14.9% |
| 3Y | +77.9% | +155.4% | -77.5% | +33.5% |
| All | +77.9% | +154.1% | -76.2% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling