+20.0%
ON vs CASY
+266.7%
-246.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | +12.2% | +3.6% | +8.7% | +11.2% |
| 30D | -3.1% | +9.1% | -12.2% | -5.7% |
| 3M | -12.9% | -16.5% | +3.6% | -8.3% |
| 6M | -38.6% | -19.7% | -18.9% | -35.1% |
| YTD | +31.2% | +29.3% | +2.0% | +13.1% |
| 1Y | +47.6% | +33.1% | +14.5% | +25.1% |
| 3Y | +6.6% | +158.5% | -151.9% | -36.2% |
| All | +20.0% | +266.7% | -246.6% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling