+1,514.2%
RF vs CASY
+36,294.0%
-34,779.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -3.6% | -11.3% | +7.7% | -0.3% |
| 3M | +8.1% | -0.6% | +8.7% | +6.9% |
| 6M | +11.5% | +10.7% | +0.8% | +6.3% |
| YTD | +15.6% | +37.1% | -21.5% | +3.3% |
| 1Y | +15.7% | +52.3% | -36.6% | -0.2% |
| 3Y | +86.9% | +215.2% | -128.3% | +26.8% |
| 5Y | +89.8% | +276.5% | -186.7% | +21.2% |
| 10Y | +344.7% | +508.4% | -163.7% | +144.4% |
| All | +1,514.2% | +36,294.0% | -34,779.8% | +333.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling