+6,045.6%
IT vs CASY
+18,140.1%
-12,094.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | 0.0% | -11.3% | +11.4% | +3.5% |
| 3M | +13.1% | -0.6% | +13.7% | +11.9% |
| 6M | +11.7% | +10.7% | +1.0% | +5.9% |
| YTD | -26.1% | +37.1% | -63.2% | -34.8% |
| 1Y | -21.3% | +52.3% | -73.6% | -33.0% |
| 3Y | -46.7% | +215.2% | -261.9% | -64.7% |
| 5Y | -40.5% | +276.5% | -317.0% | -63.1% |
| 10Y | +103.9% | +508.4% | -404.5% | +4.4% |
| All | +6,045.6% | +18,140.1% | -12,094.4% | +1,028.1% |
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