+209.9%
ON vs CASY
+8,004.3%
-7,794.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | -3.3% | -11.3% | +8.1% | +1.2% |
| 3M | -43.6% | -0.6% | -42.9% | -45.0% |
| 6M | +19.0% | +10.7% | +8.2% | +11.1% |
| YTD | +37.4% | +37.1% | +0.2% | +17.1% |
| 1Y | +54.8% | +52.3% | +2.5% | +25.5% |
| 3Y | -25.2% | +215.2% | -240.4% | -56.6% |
| 5Y | +62.7% | +276.5% | -213.8% | -13.0% |
| 10Y | +574.3% | +508.4% | +66.0% | +185.6% |
| All | +209.9% | +8,004.3% | -7,794.3% | -59.9% |
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