-87.0%
OPEN vs CASY
+363.7%
-450.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.3% | -21.5% | -21.7% |
| 7D | -22.2% | +1.1% | -23.3% | -22.6% |
| 30D | -38.3% | +8.7% | -47.0% | -40.5% |
| 3M | -59.4% | -17.3% | -42.0% | -56.5% |
| 6M | -74.4% | -19.7% | -54.6% | -72.8% |
| YTD | -76.0% | +24.8% | -100.8% | -80.2% |
| 1Y | -78.7% | +31.9% | -110.6% | -83.0% |
| 3Y | -30.0% | +155.4% | -185.4% | -61.7% |
| 5Y | -93.7% | +250.6% | -344.3% | -97.1% |
| All | -87.0% | +363.7% | -450.7% | -94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling