+2,451.3%
EXC vs CASY
+33,031.0%
-30,579.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | +10.0% | +8.7% | +1.3% | +8.6% |
| 3M | +1.6% | -17.3% | +18.9% | +4.1% |
| 6M | +3.3% | -19.7% | +23.0% | +5.8% |
| YTD | +7.6% | +24.8% | -17.3% | +3.1% |
| 1Y | +3.5% | +31.9% | -28.4% | -1.7% |
| 3Y | +27.7% | +155.4% | -127.7% | +8.7% |
| 5Y | +41.1% | +250.6% | -209.4% | +13.8% |
| 10Y | +178.2% | +556.8% | -378.6% | +104.9% |
| All | +2,451.3% | +33,031.0% | -30,579.8% | +1,200.8% |
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