+21.2%
RF vs CASY
+32.0%
-10.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -0.9% |
| 30D | +6.0% | +8.7% | -2.7% | +5.9% |
| 3M | -8.9% | -17.3% | +8.4% | -8.8% |
| 6M | +2.3% | -19.7% | +22.1% | +3.3% |
| YTD | +7.6% | +24.8% | -17.3% | +4.1% |
| 1Y | +21.2% | +31.9% | -10.7% | +15.6% |
| All | +21.2% | +32.0% | -10.9% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling