-79.4%
RUN vs CASY
+274.3%
-353.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.7% |
| 7D | +10.2% | -4.4% | +14.5% | +11.6% |
| 30D | -9.6% | -12.0% | +2.4% | -6.1% |
| 3M | -31.5% | -2.3% | -29.2% | -33.2% |
| 6M | -18.7% | +10.5% | -29.2% | -25.2% |
| YTD | -49.9% | +33.0% | -82.9% | -57.7% |
| 1Y | -45.5% | +41.1% | -86.6% | -55.5% |
| 3Y | -34.1% | +207.5% | -241.6% | -67.5% |
| 5Y | -79.4% | +290.7% | -370.2% | -91.1% |
| All | -79.4% | +274.3% | -353.7% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling