+620.7%
GEV vs CASY
+139.4%
+481.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -7.5% | -11.3% | +3.9% | -5.3% |
| 3M | -2.2% | -0.6% | -1.5% | -3.5% |
| 6M | +12.1% | +10.7% | +1.4% | +6.5% |
| YTD | +44.4% | +37.1% | +7.3% | +28.3% |
| 1Y | +57.7% | +52.3% | +5.4% | +32.8% |
| All | +620.7% | +139.4% | +481.3% | +421.8% |
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