+6,166.9%
IT vs CASY
+16,504.7%
-10,337.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -16.9% | +1.1% | -18.0% | -17.2% |
| 30D | +2.3% | +8.7% | -6.4% | -0.2% |
| 3M | +2.9% | -17.3% | +20.2% | +8.3% |
| 6M | +25.9% | -19.7% | +45.6% | +31.8% |
| YTD | -24.6% | +24.8% | -49.5% | -31.9% |
| 1Y | -16.0% | +31.9% | -47.9% | -25.6% |
| 3Y | -51.6% | +155.4% | -207.0% | -65.8% |
| 5Y | -42.6% | +250.6% | -293.2% | -63.7% |
| 10Y | +103.6% | +556.8% | -453.3% | +1.5% |
| All | +6,166.9% | +16,504.7% | -10,337.8% | +1,078.3% |
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