+3,565.2%
MOD vs CASY
+36,294.0%
-32,728.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +9.6% | +0.1% | +9.5% | +9.6% |
| 30D | 0.0% | -11.3% | +11.4% | +4.4% |
| 3M | -35.4% | -0.6% | -34.7% | -36.7% |
| 6M | -7.3% | +10.7% | -18.0% | -12.6% |
| YTD | +45.8% | +37.1% | +8.7% | +26.8% |
| 1Y | +43.1% | +52.3% | -9.2% | +19.0% |
| 3Y | +297.7% | +215.2% | +82.5% | +148.8% |
| 5Y | +1,478.8% | +276.5% | +1,202.3% | +821.7% |
| 10Y | +1,633.4% | +508.4% | +1,125.0% | +721.6% |
| All | +3,565.2% | +36,294.0% | -32,728.8% | +575.9% |
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