+1,243.3%
ES vs CASY
+36,294.0%
-35,050.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -2.0% | -11.3% | +9.4% | -0.3% |
| 3M | +1.7% | -0.6% | +2.3% | +1.2% |
| 6M | -3.5% | +10.7% | -14.3% | -5.7% |
| YTD | +7.9% | +37.1% | -29.2% | +2.0% |
| 1Y | +17.2% | +52.3% | -35.1% | +8.8% |
| 3Y | +29.3% | +215.2% | -185.9% | +6.2% |
| 5Y | -5.7% | +276.5% | -282.2% | -25.2% |
| 10Y | +85.2% | +508.4% | -423.2% | +35.7% |
| All | +1,243.3% | +36,294.0% | -35,050.8% | +549.3% |
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