-6.5%
RUN vs CASY
+161.8%
-168.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -13.5% | +3.6% | -17.1% | -13.9% |
| 30D | +18.3% | +9.1% | +9.2% | +17.1% |
| 3M | -12.5% | -16.5% | +4.0% | -10.6% |
| 6M | -40.3% | -19.7% | -20.6% | -38.2% |
| YTD | -53.1% | +29.3% | -82.4% | -57.0% |
| 1Y | -54.3% | +33.1% | -87.4% | -58.4% |
| 3Y | -6.5% | +158.5% | -165.0% | -29.9% |
| All | -6.5% | +161.8% | -168.3% | -29.9% |
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