+291.3%
IR vs CASY
+603.5%
-312.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -15.1% | -11.3% | -3.8% | -11.8% |
| 3M | +6.1% | -0.6% | +6.7% | +4.0% |
| 6M | -16.8% | +10.7% | -27.5% | -22.1% |
| YTD | -3.5% | +37.1% | -40.7% | -16.8% |
| 1Y | -3.5% | +52.3% | -55.8% | -20.6% |
| 3Y | +9.5% | +215.2% | -205.7% | -35.0% |
| 5Y | +45.1% | +276.5% | -231.4% | -21.5% |
| All | +291.3% | +603.5% | -312.2% | +64.3% |
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