-82.8%
RUN vs CASY
+250.1%
-333.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +33.4% | +1.1% | +32.3% | +33.0% |
| 30D | +31.1% | +8.7% | +22.4% | +27.6% |
| 3M | +6.4% | -17.3% | +23.7% | +12.1% |
| 6M | -22.2% | -19.7% | -2.5% | -18.3% |
| YTD | -45.8% | +24.8% | -70.6% | -53.6% |
| 1Y | -51.1% | +31.9% | -83.0% | -59.3% |
| 3Y | -3.0% | +155.4% | -158.4% | -47.7% |
| All | -82.8% | +250.1% | -333.0% | -92.4% |
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