+702.4%
IYR vs CASY
+7,161.1%
-6,458.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.0% | +1.1% | +0.9% | +1.6% |
| 30D | +8.2% | +8.7% | -0.5% | +5.4% |
| 3M | -1.7% | -17.3% | +15.6% | +3.3% |
| 6M | -0.4% | -19.7% | +19.3% | +4.5% |
| YTD | +9.9% | +24.8% | -14.9% | -0.2% |
| 1Y | +10.4% | +31.9% | -21.5% | -1.6% |
| 3Y | +38.4% | +155.4% | -116.9% | -2.6% |
| 5Y | +5.2% | +250.6% | -245.4% | -34.2% |
| 10Y | +83.8% | +556.8% | -473.0% | -9.4% |
| All | +702.4% | +7,161.1% | -6,458.7% | +97.3% |
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