+65.3%
RACE vs CASY
+266.7%
-201.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -1.2% | +3.6% | -4.8% | -1.8% |
| 30D | +6.1% | +9.1% | -2.9% | +4.5% |
| 3M | -0.3% | -16.5% | +16.2% | +2.8% |
| 6M | +23.4% | -19.7% | +43.1% | +28.0% |
| YTD | +12.5% | +29.3% | -16.7% | +2.4% |
| 1Y | -0.5% | +33.1% | -33.6% | -10.3% |
| 3Y | +23.6% | +158.5% | -134.9% | -11.2% |
| All | +65.3% | +266.7% | -201.4% | -5.1% |
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 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