+927.6%
DD vs CASY
+36,294.0%
-35,366.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -10.3% | -11.3% | +1.0% | -7.8% |
| 3M | -7.5% | -0.6% | -6.9% | -8.7% |
| 6M | -8.0% | +10.7% | -18.7% | -11.6% |
| YTD | +10.5% | +37.1% | -26.7% | +0.4% |
| 1Y | +38.3% | +52.3% | -14.0% | +22.2% |
| 3Y | +42.5% | +215.2% | -172.7% | +3.1% |
| 5Y | +60.2% | +276.5% | -216.3% | +9.9% |
| 10Y | +68.9% | +508.4% | -439.5% | +1.2% |
| All | +927.6% | +36,294.0% | -35,366.5% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling