-44.7%
S vs CASY
+269.2%
-313.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.4% | +7.9% |
| 7D | +1.6% | +3.6% | -2.0% | +0.8% |
| 30D | -10.5% | +7.2% | -17.7% | -11.8% |
| 3M | +9.9% | -16.9% | +26.8% | +13.6% |
| 6M | +41.8% | -19.3% | +61.1% | +46.7% |
| YTD | +56.8% | +25.6% | +31.2% | +40.5% |
| 1Y | +39.0% | +30.2% | +8.9% | +22.7% |
| 3Y | +53.8% | +154.9% | -101.0% | +5.5% |
| 5Y | -68.6% | +252.1% | -320.7% | -82.2% |
| All | -44.7% | +269.2% | -313.9% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling