-4.5%
META vs CASY
+32.1%
-36.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.1% | -3.5% |
| 7D | -3.1% | +1.8% | -5.0% | -2.8% |
| 30D | -18.1% | +11.2% | -29.3% | -16.4% |
| 3M | +2.9% | -19.1% | +21.9% | +1.0% |
| 6M | +0.2% | -19.9% | +20.1% | -0.8% |
| YTD | -8.1% | +25.2% | -33.3% | -11.7% |
| 1Y | -4.5% | +31.6% | -36.1% | -9.4% |
| All | -4.5% | +32.1% | -36.7% | -9.4% |
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 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