+715.9%
NYT vs CASY
+30,178.1%
-29,462.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.2% | +0.7% |
| 7D | -1.6% | -16.5% | +14.9% | +1.6% |
| 30D | +2.8% | -26.4% | +29.2% | +8.7% |
| 3M | -9.2% | -17.3% | +8.1% | -6.8% |
| 6M | -17.1% | -5.2% | -11.9% | -17.3% |
| YTD | -3.2% | +14.1% | -17.3% | -7.0% |
| 1Y | +15.7% | +16.6% | -0.9% | +10.5% |
| 3Y | +55.7% | +163.7% | -108.0% | +24.8% |
| 5Y | +39.4% | +231.3% | -191.9% | +5.9% |
| 10Y | +485.6% | +462.9% | +22.7% | +292.8% |
| All | +715.9% | +30,178.1% | -29,462.2% | +227.4% |
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