+456.0%
M vs CASY
+22,354.1%
-21,898.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.6% |
| 7D | -2.1% | +1.8% | -4.0% | -2.8% |
| 30D | +7.7% | +11.2% | -3.5% | +3.7% |
| 3M | -4.4% | -19.1% | +14.7% | +2.2% |
| 6M | +27.5% | -19.9% | +47.4% | +34.8% |
| YTD | +12.8% | +25.2% | -12.4% | +1.3% |
| 1Y | +20.7% | +31.6% | -10.9% | +6.3% |
| 3Y | +111.3% | +155.4% | -44.1% | +43.1% |
| 5Y | -6.3% | +251.5% | -257.8% | -43.6% |
| 10Y | +1.5% | +558.6% | -557.2% | -49.2% |
| All | +456.0% | +22,354.1% | -21,898.1% | +16.1% |
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