+3,116.5%
MAR vs CASY
+5,612.4%
-2,495.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +4.3% | +1.1% | +3.2% | +3.9% |
| 30D | +16.8% | +8.7% | +8.1% | +13.9% |
| 3M | +16.0% | -17.3% | +33.3% | +21.7% |
| 6M | +16.5% | -19.7% | +36.2% | +21.6% |
| YTD | +35.0% | +24.8% | +10.2% | +22.8% |
| 1Y | +49.4% | +31.9% | +17.5% | +33.4% |
| 3Y | +124.1% | +155.4% | -31.3% | +60.0% |
| 5Y | +159.2% | +250.6% | -91.4% | +66.0% |
| 10Y | +553.9% | +556.8% | -2.9% | +239.2% |
| All | +3,116.5% | +5,612.4% | -2,495.9% | +749.4% |
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