+1,407.5%
RF vs CASY
+33,122.1%
-31,714.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.8% |
| 7D | -1.6% | +1.8% | -3.5% | -2.2% |
| 30D | +5.0% | +11.2% | -6.2% | +1.7% |
| 3M | -10.0% | -19.1% | +9.1% | -5.0% |
| 6M | +3.3% | -19.9% | +23.2% | +7.9% |
| YTD | +7.9% | +25.2% | -17.2% | -1.6% |
| 1Y | +21.2% | +31.6% | -10.4% | +8.7% |
| 3Y | +105.8% | +155.4% | -49.6% | +48.0% |
| 5Y | +43.7% | +251.5% | -207.8% | -7.0% |
| 10Y | +289.4% | +558.6% | -269.2% | +109.1% |
| All | +1,407.5% | +33,122.1% | -31,714.6% | +313.0% |
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