+46.9%
IR vs CASY
+265.4%
-218.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.4% |
| 7D | +1.1% | +5.8% | -4.8% | -0.3% |
| 30D | +7.6% | +10.7% | -3.1% | +4.8% |
| 3M | +0.1% | -13.9% | +14.0% | +3.3% |
| 6M | +14.0% | -18.4% | +32.4% | +18.7% |
| YTD | +7.5% | +29.6% | -22.2% | -4.6% |
| 1Y | +10.1% | +32.8% | -22.7% | -3.3% |
| 3Y | +24.9% | +162.3% | -137.4% | -16.6% |
| 5Y | +46.9% | +265.0% | -218.2% | -19.2% |
| All | +46.9% | +265.4% | -218.5% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling