+44.5%
F vs CASY
+154.8%
-110.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | +1.4% | +1.8% | -0.5% | +1.2% |
| 30D | +2.0% | +11.2% | -9.1% | +0.8% |
| 3M | -10.4% | -19.1% | +8.7% | -8.7% |
| 6M | +9.7% | -19.9% | +29.6% | +12.5% |
| YTD | -1.2% | +25.2% | -26.4% | -6.9% |
| 1Y | 0.0% | +31.6% | -31.6% | -6.8% |
| All | +44.5% | +154.8% | -110.2% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling