+6.6%
ON vs CASY
+161.8%
-155.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | +12.2% | +3.6% | +8.7% | +11.6% |
| 30D | -3.1% | +9.1% | -12.2% | -4.7% |
| 3M | -12.9% | -16.5% | +3.6% | -9.5% |
| 6M | -38.6% | -19.7% | -18.9% | -35.4% |
| YTD | +31.2% | +29.3% | +2.0% | +16.8% |
| 1Y | +47.6% | +33.1% | +14.5% | +29.7% |
| 3Y | +6.6% | +158.5% | -151.9% | -25.6% |
| All | +6.6% | +161.8% | -155.2% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling