+10.0%
O vs CASY
+34.1%
-24.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.2% |
| 7D | +0.6% | +5.8% | -5.2% | 0.0% |
| 30D | +9.4% | +10.7% | -1.3% | +8.3% |
| 3M | -2.4% | -13.9% | +11.5% | -1.0% |
| 6M | -1.9% | -18.4% | +16.6% | +0.1% |
| YTD | +10.5% | +29.6% | -19.2% | +4.8% |
| 1Y | +10.0% | +32.8% | -22.8% | +4.1% |
| All | +10.0% | +34.1% | -24.1% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling