+160.5%
PR vs CASY
+569.9%
-409.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.4% | -8.0% | -6.7% |
| 7D | -12.1% | +0.8% | -12.9% | -12.2% |
| 30D | +0.9% | +9.4% | -8.5% | +0.1% |
| 3M | +10.1% | -20.6% | +30.7% | +12.1% |
| 6M | +1.1% | -20.7% | +21.8% | +2.7% |
| YTD | +63.7% | +22.5% | +41.2% | +60.2% |
| 1Y | +87.0% | +29.5% | +57.6% | +82.2% |
| 3Y | +70.7% | +150.0% | -79.2% | +57.8% |
| 5Y | +246.8% | +248.6% | -1.8% | +215.8% |
| 10Y | +72.6% | +544.6% | -472.0% | +60.8% |
| All | +160.5% | +569.9% | -409.5% | +135.9% |
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