-3.5%
F vs CASY
+34.1%
-37.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.3% |
| 7D | -2.1% | +5.8% | -8.0% | -2.3% |
| 30D | +3.3% | +10.7% | -7.4% | +3.0% |
| 3M | -11.3% | -13.9% | +2.6% | -12.0% |
| 6M | +5.3% | -18.4% | +23.8% | +8.3% |
| YTD | -2.2% | +29.6% | -31.9% | -6.9% |
| 1Y | -3.5% | +32.8% | -36.4% | -8.1% |
| All | -3.5% | +34.1% | -37.6% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling