+169.5%
PR vs CASY
+649.8%
-480.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +18.0% | -11.3% | +29.4% | +19.2% |
| 3M | +16.9% | -0.6% | +17.5% | +16.7% |
| 6M | +28.2% | +10.7% | +17.5% | +26.9% |
| YTD | +69.3% | +37.1% | +32.2% | +64.5% |
| 1Y | +69.5% | +52.3% | +17.2% | +63.0% |
| 3Y | +81.7% | +215.2% | -133.5% | +65.3% |
| 5Y | +422.2% | +276.5% | +145.8% | +370.9% |
| 10Y | +110.4% | +508.4% | -398.0% | +90.8% |
| All | +169.5% | +649.8% | -480.4% | +142.1% |
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