-7.9%
ICE vs CASY
+43.1%
-51.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -2.0% |
| 7D | -1.2% | -4.4% | +3.2% | -0.8% |
| 30D | +5.0% | -12.0% | +17.0% | +5.8% |
| 3M | +13.9% | -2.3% | +16.2% | +14.0% |
| 6M | -4.4% | +10.5% | -14.9% | -5.7% |
| YTD | -1.9% | +33.0% | -34.9% | -7.4% |
| All | -7.9% | +43.1% | -51.0% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling