+512.8%
F vs CASY
+33,122.1%
-32,609.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | +1.4% | +1.8% | -0.5% | +0.9% |
| 30D | +2.0% | +11.2% | -9.1% | -0.8% |
| 3M | -10.4% | -19.1% | +8.7% | -5.9% |
| 6M | +9.7% | -19.9% | +29.6% | +14.1% |
| YTD | -1.2% | +25.2% | -26.4% | -8.8% |
| 1Y | 0.0% | +31.6% | -31.6% | -9.0% |
| 3Y | +41.1% | +155.4% | -114.3% | +5.8% |
| 5Y | -11.4% | +251.5% | -263.0% | -39.3% |
| 10Y | +85.0% | +558.6% | -473.7% | +7.3% |
| All | +512.8% | +33,122.1% | -32,609.3% | +75.8% |
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