+46.1%
ES vs CASY
+154.8%
-108.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.9% |
| 7D | +5.9% | +1.8% | +4.1% | +5.8% |
| 30D | +10.2% | +11.2% | -1.0% | +9.3% |
| 3M | +0.4% | -19.1% | +19.5% | +1.7% |
| 6M | +6.9% | -19.9% | +26.8% | +8.2% |
| YTD | +10.5% | +25.2% | -14.7% | +7.4% |
| 1Y | +3.2% | +31.6% | -28.4% | -0.3% |
| All | +46.1% | +154.8% | -108.7% | +24.4% |
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