+67.4%
RACE vs CASY
+254.0%
-186.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.7% |
| 7D | +5.7% | +1.8% | +3.8% | +5.3% |
| 30D | +9.3% | +11.2% | -1.9% | +7.2% |
| 3M | +3.8% | -19.1% | +22.9% | +7.6% |
| 6M | +29.8% | -19.9% | +49.7% | +34.3% |
| YTD | +15.6% | +25.2% | -9.6% | +5.7% |
| 1Y | +5.1% | +31.6% | -26.6% | -5.3% |
| 3Y | +30.8% | +155.4% | -124.6% | -6.3% |
| 5Y | +67.4% | +251.5% | -184.1% | -3.2% |
| All | +67.4% | +254.0% | -186.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling