-35.3%
DOW vs CASY
+220.7%
-256.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +0.4% | -11.3% | +11.7% | +2.2% |
| 3M | -14.4% | -0.6% | -13.8% | -14.5% |
| 6M | -7.0% | +10.7% | -17.7% | -8.6% |
| YTD | +30.2% | +37.1% | -6.9% | +23.6% |
| 1Y | +29.2% | +52.3% | -23.1% | +20.2% |
| All | -35.3% | +220.7% | -256.0% | -45.4% |
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