+70.5%
ICE vs CASY
+161.8%
-91.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +3.6% | +3.6% | +0.1% | +3.1% |
| 30D | +15.1% | +9.1% | +6.0% | +13.8% |
| 3M | +15.4% | -16.5% | +31.9% | +17.9% |
| 6M | +16.1% | -19.7% | +35.8% | +19.4% |
| YTD | +11.4% | +29.3% | -17.9% | +4.9% |
| 1Y | +18.5% | +33.1% | -14.7% | +10.8% |
| 3Y | +70.5% | +158.5% | -88.0% | +37.6% |
| All | +70.5% | +161.8% | -91.3% | +37.6% |
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