+455.3%
PL vs CASY
+154.1%
+301.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.3% | +10.7% | +10.5% |
| 7D | -6.8% | +1.1% | -7.9% | -7.4% |
| 30D | -29.3% | +8.7% | -38.0% | -32.2% |
| 3M | -44.8% | -17.3% | -27.4% | -40.5% |
| 6M | -68.4% | -19.7% | -48.6% | -65.6% |
| YTD | -36.4% | +24.8% | -61.2% | -47.5% |
| 1Y | +0.7% | +31.9% | -31.2% | -19.8% |
| 3Y | +455.3% | +155.4% | +299.9% | +206.5% |
| All | +455.3% | +154.1% | +301.2% | +206.5% |
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