+57.4%
MAR vs CASY
+32.1%
+25.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +2.0% |
| 7D | +7.7% | +0.8% | +6.9% | +7.7% |
| 30D | +19.4% | +9.4% | +10.0% | +19.2% |
| 3M | +23.3% | -20.6% | +43.9% | +23.8% |
| 6M | +22.8% | -20.7% | +43.6% | +25.7% |
| YTD | +37.8% | +22.5% | +15.3% | +25.7% |
| 1Y | +57.4% | +29.5% | +27.9% | +39.1% |
| All | +57.4% | +32.1% | +25.2% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling