+11.7%
IR vs CASY
+32.9%
-21.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +2.5% | +3.6% | -1.0% | +2.5% |
| 30D | +9.2% | +9.1% | +0.1% | +8.9% |
| 3M | +0.9% | -16.5% | +17.5% | +1.2% |
| 6M | +19.2% | -19.7% | +38.9% | +25.9% |
| YTD | +7.5% | +29.3% | -21.8% | -4.2% |
| 1Y | +11.7% | +33.1% | -21.4% | -0.6% |
| All | +11.7% | +32.9% | -21.1% | -0.6% |
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