-15.1%
F vs CASY
+253.8%
-268.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -0.6% | +3.6% | -4.2% | -1.4% |
| 30D | +2.9% | +7.2% | -4.3% | +1.2% |
| 3M | -9.5% | -16.9% | +7.5% | -6.1% |
| 6M | +4.0% | -19.3% | +23.4% | +8.2% |
| YTD | -1.3% | +25.6% | -26.9% | -10.9% |
| 1Y | -1.9% | +30.2% | -32.1% | -12.7% |
| 3Y | +53.5% | +154.9% | -101.4% | +2.4% |
| 5Y | -15.1% | +252.1% | -267.3% | -54.5% |
| All | -15.1% | +253.8% | -268.9% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling