+449.6%
P vs CASY
+616.1%
-166.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +2.2% | -18.6% | -17.0% |
| 7D | -31.9% | +1.8% | -33.7% | -32.3% |
| 30D | -36.5% | +11.2% | -47.7% | -38.6% |
| 3M | +11.6% | -19.1% | +30.7% | +17.4% |
| 6M | +25.2% | -19.9% | +45.1% | +30.7% |
| YTD | +39.4% | +25.2% | +14.3% | +25.4% |
| 1Y | -3.7% | +31.6% | -35.3% | -14.9% |
| 3Y | +167.3% | +155.4% | +11.9% | +83.8% |
| 5Y | +237.3% | +251.5% | -14.2% | +102.7% |
| 10Y | +698.6% | +558.6% | +140.0% | +290.4% |
| All | +449.6% | +616.1% | -166.4% | +193.4% |
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