+2,316.3%
ICE vs CASY
+3,891.5%
-1,575.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +7.6% | -11.3% | +19.0% | +12.1% |
| 3M | +13.9% | -0.6% | +14.6% | +12.5% |
| 6M | -2.4% | +10.7% | -13.1% | -7.9% |
| YTD | +0.3% | +37.1% | -36.9% | -12.8% |
| 1Y | -6.4% | +52.3% | -58.7% | -22.0% |
| 3Y | +43.1% | +215.2% | -172.1% | -12.4% |
| 5Y | +42.1% | +276.5% | -234.4% | -20.4% |
| 10Y | +220.9% | +508.4% | -287.4% | +38.4% |
| All | +2,316.3% | +3,891.5% | -1,575.3% | +269.7% |
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