+2,340.5%
EXC vs CASY
+36,294.0%
-33,953.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -3.7% | -11.3% | +7.6% | -2.1% |
| 3M | -1.3% | -0.6% | -0.6% | -1.7% |
| 6M | -9.7% | +10.7% | -20.4% | -11.6% |
| YTD | +2.9% | +37.1% | -34.2% | -2.5% |
| 1Y | +4.4% | +52.3% | -47.9% | -2.7% |
| 3Y | +22.2% | +215.2% | -193.0% | +1.0% |
| 5Y | +46.7% | +276.5% | -229.8% | +17.3% |
| 10Y | +155.3% | +508.4% | -353.0% | +89.5% |
| All | +2,340.5% | +36,294.0% | -33,953.5% | +1,130.7% |
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