+83.0%
PL vs CASY
+248.1%
-165.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | -9.3% | +0.1% | -9.4% | -9.4% |
| 30D | -18.9% | -11.3% | -7.6% | -14.5% |
| 3M | -58.4% | -0.6% | -57.7% | -59.3% |
| 6M | -30.3% | +10.7% | -41.0% | -36.0% |
| YTD | -8.1% | +37.1% | -45.2% | -24.8% |
| 1Y | +180.5% | +52.3% | +128.2% | +117.5% |
| 3Y | +444.1% | +215.2% | +229.0% | +195.1% |
| 5Y | +83.0% | +276.5% | -193.5% | -11.4% |
| All | +83.0% | +248.1% | -165.1% | -10.9% |
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