+26.7%
Q vs CASY
+43.0%
-16.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | -11.1% | -11.3% | +0.2% | -10.2% |
| 3M | -22.1% | -0.6% | -21.5% | -23.3% |
| 6M | +0.5% | +10.7% | -10.2% | -7.6% |
| YTD | +47.8% | +37.1% | +10.7% | +24.9% |
| All | +26.7% | +43.0% | -16.2% | +3.0% |
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