+336.0%
IR vs CASY
+563.2%
-227.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +2.5% | +3.6% | -1.0% | +1.3% |
| 30D | +9.2% | +9.1% | +0.1% | +5.9% |
| 3M | +0.9% | -16.5% | +17.5% | +6.3% |
| 6M | +19.2% | -19.7% | +38.9% | +25.5% |
| YTD | +7.5% | +29.3% | -21.8% | -6.2% |
| 1Y | +11.7% | +33.1% | -21.4% | -3.8% |
| 3Y | +23.9% | +158.5% | -134.6% | -20.6% |
| 5Y | +46.4% | +266.7% | -220.3% | -20.8% |
| All | +336.0% | +563.2% | -227.2% | +85.4% |
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