+27.6%
IR vs CASY
+154.1%
-126.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +3.7% | +1.1% | +2.6% | +3.5% |
| 30D | +7.4% | +8.7% | -1.2% | +5.8% |
| 3M | -5.9% | -17.3% | +11.4% | -3.1% |
| 6M | +5.6% | -19.7% | +25.3% | +9.4% |
| YTD | +4.8% | +24.8% | -20.0% | -5.0% |
| 1Y | +6.9% | +31.9% | -25.0% | -4.8% |
| 3Y | +27.6% | +155.4% | -127.8% | -7.5% |
| All | +27.6% | +154.1% | -126.5% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling