-3.0%
RUN vs CASY
+154.1%
-157.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +33.4% | +1.1% | +32.3% | +33.3% |
| 30D | +31.1% | +8.7% | +22.4% | +29.8% |
| 3M | +6.4% | -17.3% | +23.7% | +8.6% |
| 6M | -22.2% | -19.7% | -2.5% | -19.9% |
| YTD | -45.8% | +24.8% | -70.6% | -50.1% |
| 1Y | -51.1% | +31.9% | -83.0% | -55.6% |
| 3Y | -3.0% | +155.4% | -158.4% | -28.0% |
| All | -3.0% | +154.1% | -157.1% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling