-40.2%
IT vs CASY
+276.6%
-316.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | 0.0% | -11.3% | +11.4% | +2.3% |
| 3M | +13.1% | -0.6% | +13.7% | +12.4% |
| 6M | +11.7% | +10.7% | +1.0% | +6.9% |
| YTD | -26.1% | +37.1% | -63.2% | -34.1% |
| 1Y | -21.3% | +52.3% | -73.6% | -32.5% |
| 3Y | -46.7% | +215.2% | -261.9% | -65.4% |
| All | -40.2% | +276.6% | -316.8% | -65.8% |
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