-0.1%
ES vs CASY
+32.1%
-32.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.0% |
| 7D | +5.3% | +0.8% | +4.5% | +5.3% |
| 30D | +8.9% | +9.4% | -0.5% | +8.6% |
| 3M | -1.9% | -20.6% | +18.7% | -1.8% |
| 6M | +3.9% | -20.7% | +24.6% | +4.2% |
| YTD | +8.3% | +22.5% | -14.2% | +10.6% |
| 1Y | -0.1% | +29.5% | -29.6% | +2.6% |
| All | -0.1% | +32.1% | -32.3% | +2.6% |
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