+2.3%
ES vs CASY
+253.8%
-251.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.1% | +3.6% | -3.7% | -0.5% |
| 30D | +5.7% | +7.2% | -1.5% | +4.8% |
| 3M | -2.8% | -16.9% | +14.1% | -0.8% |
| 6M | +7.0% | -19.3% | +26.3% | +9.3% |
| YTD | +6.8% | +25.6% | -18.9% | +1.8% |
| 1Y | -0.5% | +30.2% | -30.6% | -5.8% |
| 3Y | +47.2% | +154.9% | -107.7% | +20.9% |
| 5Y | +2.3% | +252.1% | -249.9% | -21.9% |
| All | +2.3% | +253.8% | -251.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling