-27.0%
MKC vs CASY
+31.5%
-58.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -7.3% | +2.5% | -9.8% | -7.5% |
| 30D | +4.0% | +10.2% | -6.3% | +3.3% |
| 3M | -11.5% | -15.7% | +4.2% | -10.4% |
| 6M | +1.1% | -18.4% | +19.4% | +2.0% |
| YTD | -29.9% | +28.3% | -58.2% | -35.0% |
| 1Y | -27.0% | +32.6% | -59.6% | -32.8% |
| All | -27.0% | +31.5% | -58.5% | -32.8% |
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