-43.1%
IT vs CASY
+250.1%
-293.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -16.9% | +1.1% | -18.0% | -17.1% |
| 30D | +2.3% | +8.7% | -6.4% | +0.6% |
| 3M | +2.9% | -17.3% | +20.2% | +6.5% |
| 6M | +25.9% | -19.7% | +45.6% | +30.7% |
| YTD | -24.6% | +24.8% | -49.5% | -32.1% |
| 1Y | -16.0% | +31.9% | -47.9% | -25.9% |
| 3Y | -51.6% | +155.4% | -207.0% | -67.2% |
| All | -43.1% | +250.1% | -293.2% | -68.6% |
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