-44.9%
S vs CASY
+272.6%
-317.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +1.4% | +5.0% | -3.6% | +0.4% |
| 30D | -10.8% | +8.2% | -19.0% | -12.3% |
| 3M | +5.4% | -18.2% | +23.6% | +9.3% |
| 6M | +41.2% | -18.6% | +59.8% | +45.9% |
| YTD | +56.2% | +26.8% | +29.4% | +39.7% |
| 1Y | +36.3% | +31.6% | +4.7% | +20.0% |
| 3Y | +49.4% | +156.5% | -107.1% | +2.4% |
| 5Y | -66.9% | +258.6% | -325.5% | -81.4% |
| All | -44.9% | +272.6% | -317.5% | -68.9% |
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 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