+5,261.3%
O vs CASY
+12,917.3%
-7,656.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.4% | +2.5% | -2.9% | -1.0% |
| 30D | +8.3% | +10.2% | -1.9% | +5.7% |
| 3M | -4.0% | -15.7% | +11.7% | -0.5% |
| 6M | -2.6% | -18.4% | +15.7% | +0.9% |
| YTD | +9.9% | +28.3% | -18.4% | +1.6% |
| 1Y | +9.8% | +32.6% | -22.7% | +0.6% |
| 3Y | +39.7% | +159.5% | -119.8% | +6.2% |
| 5Y | +9.2% | +263.9% | -254.7% | -24.8% |
| 10Y | +81.5% | +548.5% | -467.0% | +6.4% |
| All | +5,261.3% | +12,917.3% | -7,656.0% | +1,782.7% |
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