+48.4%
IR vs CASY
+276.6%
-228.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -15.1% | -11.3% | -3.8% | -12.7% |
| 3M | +6.1% | -0.6% | +6.7% | +4.4% |
| 6M | -16.8% | +10.7% | -27.5% | -21.3% |
| YTD | -3.5% | +37.1% | -40.7% | -15.0% |
| 1Y | -3.5% | +52.3% | -55.8% | -18.3% |
| 3Y | +9.5% | +215.2% | -205.7% | -30.4% |
| All | +48.4% | +276.6% | -228.2% | -17.2% |
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