+18.9%
RF vs CASY
+34.1%
-15.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.2% |
| 7D | -1.3% | +5.8% | -7.2% | -1.4% |
| 30D | +4.6% | +10.7% | -6.1% | +4.5% |
| 3M | -8.4% | -13.9% | +5.4% | -8.4% |
| 6M | +8.9% | -18.4% | +27.3% | +10.0% |
| YTD | +8.8% | +29.6% | -20.8% | +5.8% |
| 1Y | +18.9% | +32.8% | -13.9% | +16.1% |
| All | +18.9% | +34.1% | -15.2% | +16.1% |
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 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