-23.9%
MKTX vs CASY
+163.7%
-187.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.2% | +14.2% | +0.6% |
| 7D | +0.3% | -16.5% | +16.8% | +1.1% |
| 30D | +1.0% | -26.4% | +27.3% | +2.4% |
| 3M | +40.8% | -17.3% | +58.1% | +41.8% |
| 6M | -10.9% | -5.2% | -5.7% | -11.2% |
| YTD | -8.6% | +14.1% | -22.7% | -10.2% |
| 1Y | -11.6% | +16.6% | -28.2% | -13.4% |
| All | -23.9% | +163.7% | -187.6% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling