+345.2%
IR vs CASY
+544.6%
-199.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.5% |
| 7D | +5.0% | +3.6% | +1.4% | +3.8% |
| 30D | +10.3% | +7.2% | +3.1% | +7.6% |
| 3M | -0.1% | -16.9% | +16.8% | +5.4% |
| 6M | +14.8% | -19.3% | +34.1% | +20.3% |
| YTD | +9.7% | +25.6% | -15.9% | -3.3% |
| 1Y | +12.2% | +30.2% | -17.9% | -2.7% |
| 3Y | +30.0% | +154.9% | -124.9% | -16.4% |
| 5Y | +46.8% | +252.1% | -205.3% | -19.3% |
| All | +345.2% | +544.6% | -199.4% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling