+1,275.7%
ES vs CASY
+33,122.1%
-31,846.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.7% |
| 7D | +5.9% | +1.8% | +4.1% | +5.6% |
| 30D | +10.2% | +11.2% | -1.0% | +8.4% |
| 3M | +0.4% | -19.1% | +19.5% | +3.3% |
| 6M | +6.9% | -19.9% | +26.8% | +9.6% |
| YTD | +10.5% | +25.2% | -14.7% | +5.7% |
| 1Y | +3.2% | +31.6% | -28.4% | -2.2% |
| 3Y | +49.0% | +155.4% | -106.4% | +26.2% |
| 5Y | +4.5% | +251.5% | -247.1% | -16.4% |
| 10Y | +92.3% | +558.6% | -466.3% | +39.6% |
| All | +1,275.7% | +33,122.1% | -31,846.4% | +572.5% |
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