-10.0%
MKTX vs CASY
+15.3%
-25.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.2% | -17.2% | +17.1% | 0.0% |
| 30D | +0.8% | -24.4% | +25.2% | +1.1% |
| 3M | +41.1% | -31.4% | +72.5% | +41.1% |
| 6M | -9.5% | -8.9% | -0.7% | -9.2% |
| YTD | -8.7% | +13.8% | -22.5% | -9.5% |
| 1Y | -10.0% | +17.0% | -26.9% | -12.7% |
| All | -10.0% | +15.3% | -25.2% | -12.7% |
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