+167.1%
P vs CASY
+154.8%
+12.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +2.2% | -18.6% | -16.6% |
| 7D | -31.9% | +1.8% | -33.7% | -32.0% |
| 30D | -36.5% | +11.2% | -47.7% | -37.3% |
| 3M | +11.6% | -19.1% | +30.7% | +14.2% |
| 6M | +25.2% | -19.9% | +45.1% | +29.0% |
| YTD | +39.4% | +25.2% | +14.3% | +30.0% |
| 1Y | -3.7% | +31.6% | -35.3% | -11.3% |
| All | +167.1% | +154.8% | +12.4% | +115.0% |
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