-29.9%
IT vs CASY
+42.6%
-72.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.0% | -4.4% | -7.9% |
| 7D | -9.1% | -4.4% | -4.8% | -9.8% |
| 30D | -7.0% | -12.0% | +5.0% | -9.0% |
| 3M | +7.6% | -2.3% | +10.0% | +9.1% |
| 6M | +2.1% | +10.5% | -8.4% | +8.2% |
| YTD | -31.6% | +33.0% | -64.6% | -27.5% |
| 1Y | -29.9% | +41.1% | -71.1% | -28.4% |
| All | -29.9% | +42.6% | -72.5% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling