+66.1%
RACE vs CASY
+250.1%
-184.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +5.1% | +1.1% | +4.0% | +4.9% |
| 30D | +7.7% | +8.7% | -1.0% | +6.0% |
| 3M | +2.2% | -17.3% | +19.5% | +5.4% |
| 6M | +23.8% | -19.7% | +43.5% | +27.9% |
| YTD | +13.9% | +24.8% | -10.9% | +4.2% |
| 1Y | +3.8% | +31.9% | -28.1% | -6.5% |
| 3Y | +28.0% | +155.4% | -127.3% | -8.3% |
| All | +66.1% | +250.1% | -184.1% | -3.9% |
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 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