+319.4%
IR vs CASY
+542.2%
-222.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -4.9% | -3.5% |
| 7D | +2.3% | +1.8% | +0.5% | +1.6% |
| 30D | +3.3% | +11.2% | -7.8% | -0.5% |
| 3M | -9.0% | -19.1% | +10.0% | -3.2% |
| 6M | +8.0% | -19.9% | +27.9% | +13.5% |
| YTD | +3.4% | +25.2% | -21.8% | -8.8% |
| 1Y | +4.5% | +31.6% | -27.1% | -9.8% |
| 3Y | +25.6% | +155.4% | -129.8% | -19.3% |
| 5Y | +43.8% | +251.5% | -207.7% | -21.0% |
| All | +319.4% | +542.2% | -222.7% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling