+425.3%
M vs CASY
+24,498.0%
-24,072.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -9.6% | -11.3% | +1.7% | -5.9% |
| 3M | +0.9% | -0.6% | +1.5% | -0.4% |
| 6M | +22.3% | +10.7% | +11.6% | +15.6% |
| YTD | +6.5% | +37.1% | -30.6% | -6.8% |
| 1Y | +38.8% | +52.3% | -13.5% | +16.5% |
| 3Y | +115.9% | +215.2% | -99.3% | +36.0% |
| 5Y | +28.6% | +276.5% | -247.9% | -23.8% |
| 10Y | -2.5% | +508.4% | -510.9% | -50.2% |
| All | +425.3% | +24,498.0% | -24,072.7% | +6.9% |
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