+42.1%
RF vs CASY
+250.1%
-208.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | +6.0% | +8.7% | -2.7% | +4.1% |
| 3M | -8.9% | -17.3% | +8.4% | -5.5% |
| 6M | +2.3% | -19.7% | +22.1% | +6.2% |
| YTD | +7.6% | +24.8% | -17.3% | -2.0% |
| 1Y | +21.2% | +31.9% | -10.7% | +8.4% |
| 3Y | +108.5% | +155.4% | -46.9% | +44.1% |
| All | +42.1% | +250.1% | -208.0% | -18.5% |
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