+615.0%
F vs CASY
+36,294.0%
-35,679.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +4.6% | -11.3% | +15.9% | +7.6% |
| 3M | -3.7% | -0.6% | -3.0% | -4.8% |
| 6M | +16.8% | +10.7% | +6.1% | +11.9% |
| YTD | +15.3% | +37.1% | -21.8% | +4.3% |
| 1Y | +31.0% | +52.3% | -21.3% | +15.0% |
| 3Y | +45.4% | +215.2% | -169.8% | +3.4% |
| 5Y | +54.7% | +276.5% | -221.8% | +4.4% |
| 10Y | +98.2% | +508.4% | -410.1% | +17.1% |
| All | +615.0% | +36,294.0% | -35,679.0% | +101.1% |
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 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