-60.7%
MKTX vs CASY
+234.8%
-295.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.2% | +14.2% | +1.8% |
| 7D | +0.3% | -16.5% | +16.8% | +2.5% |
| 30D | +1.0% | -26.4% | +27.3% | +5.0% |
| 3M | +40.8% | -17.3% | +58.1% | +43.4% |
| 6M | -10.9% | -5.2% | -5.7% | -11.6% |
| YTD | -8.6% | +14.1% | -22.7% | -12.4% |
| 1Y | -11.6% | +16.6% | -28.2% | -15.8% |
| 3Y | -24.5% | +163.7% | -188.2% | -42.0% |
| 5Y | -60.7% | +231.3% | -292.0% | -73.0% |
| All | -60.7% | +234.8% | -295.5% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling