+340.0%
IR vs CASY
+550.5%
-210.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +1.5% | +5.0% | -3.4% | -0.1% |
| 30D | +9.0% | +8.2% | +0.8% | +6.0% |
| 3M | -0.9% | -18.2% | +17.3% | +5.1% |
| 6M | +13.4% | -18.6% | +32.0% | +18.6% |
| YTD | +8.5% | +26.8% | -18.3% | -4.7% |
| 1Y | +11.3% | +31.6% | -20.3% | -3.9% |
| 3Y | +26.0% | +156.5% | -130.5% | -19.1% |
| 5Y | +47.9% | +258.6% | -210.8% | -19.3% |
| All | +340.0% | +550.5% | -210.5% | +88.4% |
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