+161.8%
MAR vs CASY
+276.6%
-114.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -6.7% | -11.3% | +4.7% | -4.1% |
| 3M | -12.5% | -0.6% | -11.8% | -13.5% |
| 6M | +0.6% | +10.7% | -10.1% | -4.2% |
| YTD | +9.1% | +37.1% | -28.0% | -2.9% |
| 1Y | +26.2% | +52.3% | -26.1% | +8.3% |
| 3Y | +68.2% | +215.2% | -147.0% | +9.4% |
| All | +161.8% | +276.6% | -114.8% | +54.5% |
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