+1,440.4%
RF vs CASY
+32,414.3%
-30,973.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +2.3% | +0.8% | +1.4% | +2.0% |
| 30D | +7.2% | +9.4% | -2.2% | +4.4% |
| 3M | -8.2% | -20.6% | +12.4% | -2.6% |
| 6M | +7.0% | -20.7% | +27.7% | +12.2% |
| YTD | +10.3% | +22.5% | -12.2% | +1.2% |
| 1Y | +25.1% | +29.5% | -4.4% | +12.7% |
| 3Y | +110.3% | +150.0% | -39.7% | +52.2% |
| 5Y | +47.1% | +248.6% | -201.5% | -4.6% |
| 10Y | +297.9% | +544.6% | -246.7% | +115.1% |
| All | +1,440.4% | +32,414.3% | -30,973.9% | +324.7% |
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