+23.1%
Q vs CASY
+30.2%
-7.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.3% |
| 7D | +0.3% | +1.1% | -0.8% | +0.3% |
| 30D | -9.8% | +8.7% | -18.5% | -10.0% |
| 3M | -12.2% | -17.3% | +5.1% | -11.1% |
| 6M | -21.6% | -19.7% | -1.9% | -18.0% |
| YTD | +43.6% | +24.8% | +18.7% | +21.9% |
| 1Y | +25.7% | +31.9% | -6.2% | +1.3% |
| All | +23.1% | +30.2% | -7.1% | +0.6% |
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