+65.9%
ICE vs CASY
+154.1%
-88.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +2.0% | +1.1% | +0.9% | +1.9% |
| 30D | +12.9% | +8.7% | +4.2% | +11.7% |
| 3M | +15.4% | -17.3% | +32.7% | +18.1% |
| 6M | +13.1% | -19.7% | +32.8% | +16.1% |
| YTD | +7.5% | +24.8% | -17.4% | +1.7% |
| 1Y | +18.3% | +31.9% | -13.6% | +10.7% |
| 3Y | +65.9% | +155.4% | -89.5% | +33.4% |
| All | +65.9% | +154.1% | -88.2% | +33.4% |
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