-10.3%
M vs CASY
+250.1%
-260.4%
-69.6%
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% | -4.5% |
| 7D | -4.3% | +1.1% | -5.4% | -4.7% |
| 30D | +1.3% | +8.7% | -7.4% | -1.6% |
| 3M | -7.4% | -17.3% | +9.9% | -1.6% |
| 6M | +18.3% | -19.7% | +38.1% | +25.4% |
| YTD | +7.6% | +24.8% | -17.3% | -6.3% |
| 1Y | +17.4% | +31.9% | -14.5% | -0.5% |
| 3Y | +108.4% | +155.4% | -47.0% | +19.2% |
| All | -10.3% | +250.1% | -260.4% | -62.2% |
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