+268.6%
GE vs CASY
+154.1%
+114.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | +7.1% | +1.1% | +6.0% | +6.9% |
| 30D | +6.5% | +8.7% | -2.2% | +5.2% |
| 3M | -13.6% | -17.3% | +3.7% | -11.5% |
| 6M | +6.0% | -19.7% | +25.7% | +9.2% |
| YTD | +5.4% | +24.8% | -19.4% | -2.9% |
| 1Y | +6.5% | +31.9% | -25.4% | -3.4% |
| 3Y | +268.6% | +155.4% | +113.2% | +186.6% |
| All | +268.6% | +154.1% | +114.5% | +186.6% |
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