+200.5%
P vs CASY
+161.8%
+38.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +11.6% | +3.6% | +8.1% | +11.3% |
| 30D | -23.7% | +9.1% | -32.7% | -24.4% |
| 3M | -8.0% | -16.5% | +8.5% | -6.0% |
| 6M | +27.9% | -19.7% | +47.6% | +32.3% |
| YTD | +61.2% | +29.3% | +31.9% | +49.8% |
| 1Y | +28.6% | +33.1% | -4.5% | +18.8% |
| 3Y | +200.5% | +158.5% | +42.0% | +137.6% |
| All | +200.5% | +161.8% | +38.7% | +137.6% |
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