-0.4%
PL vs CASY
+32.1%
-32.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -6.7% |
| 7D | -11.7% | +0.8% | -12.5% | -11.9% |
| 30D | -27.1% | +9.4% | -36.6% | -29.1% |
| 3M | -44.6% | -20.6% | -24.0% | -41.2% |
| 6M | -67.2% | -20.7% | -46.5% | -63.6% |
| YTD | -35.9% | +22.5% | -58.4% | -49.6% |
| 1Y | -0.4% | +29.5% | -29.9% | -23.6% |
| All | -0.4% | +32.1% | -32.5% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling