+1,044.8%
MKTX vs CASY
+4,350.9%
-3,306.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +0.2% | +2.5% | -2.2% | -0.8% |
| 30D | +0.9% | +10.2% | -9.3% | -3.2% |
| 3M | +2.5% | -15.7% | +18.2% | +8.6% |
| 6M | +18.6% | -18.4% | +37.0% | +25.3% |
| YTD | -7.1% | +28.3% | -35.4% | -19.8% |
| 1Y | -0.3% | +32.6% | -32.9% | -15.4% |
| 3Y | -22.3% | +159.5% | -181.8% | -53.1% |
| 5Y | -54.5% | +263.9% | -318.4% | -77.2% |
| 10Y | +12.9% | +548.5% | -535.6% | -62.0% |
| All | +1,044.8% | +4,350.9% | -3,306.1% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling