+2,498.9%
MAR vs CASY
+6,175.0%
-3,676.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | -12.5% | -0.6% | -11.8% | -13.6% |
| 6M | +0.6% | +10.7% | -10.1% | -4.2% |
| YTD | +9.1% | +37.1% | -28.0% | -2.8% |
| 1Y | +26.2% | +52.3% | -26.1% | +8.5% |
| 3Y | +68.2% | +215.2% | -147.0% | +13.1% |
| 5Y | +163.9% | +276.5% | -112.6% | +66.5% |
| 10Y | +420.6% | +508.4% | -87.8% | +176.9% |
| All | +2,498.9% | +6,175.0% | -3,676.0% | +572.1% |
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