-3.5%
IR vs CASY
+51.2%
-54.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -15.1% | -11.3% | -3.8% | -15.1% |
| 3M | +6.1% | -0.6% | +6.7% | +5.4% |
| 6M | -16.8% | +10.7% | -27.5% | -20.5% |
| YTD | -3.5% | +37.1% | -40.7% | -10.1% |
| 1Y | -3.5% | +52.3% | -55.8% | -8.5% |
| All | -3.5% | +51.2% | -54.7% | -8.5% |
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