+43.7%
RF vs CASY
+254.0%
-210.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.6% |
| 7D | -1.6% | +1.8% | -3.5% | -2.0% |
| 30D | +5.0% | +11.2% | -6.2% | +2.7% |
| 3M | -10.0% | -19.1% | +9.1% | -6.2% |
| 6M | +3.3% | -19.9% | +23.2% | +7.3% |
| YTD | +7.9% | +25.2% | -17.2% | -1.7% |
| 1Y | +21.2% | +31.6% | -10.4% | +8.5% |
| 3Y | +105.8% | +155.4% | -49.6% | +42.3% |
| 5Y | +43.7% | +251.5% | -207.8% | -17.5% |
| All | +43.7% | +254.0% | -210.3% | -17.5% |
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