+9.1%
IR vs CASY
+32.1%
-23.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.5% |
| 7D | +11.6% | +0.8% | +10.8% | +11.5% |
| 30D | +7.2% | +9.4% | -2.3% | +6.8% |
| 3M | -5.9% | -20.6% | +14.7% | -5.5% |
| 6M | +11.5% | -20.7% | +32.2% | +15.6% |
| YTD | +6.3% | +22.5% | -16.2% | -4.8% |
| 1Y | +9.1% | +29.5% | -20.4% | -5.0% |
| All | +9.1% | +32.1% | -23.1% | -5.0% |
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