+40.6%
S vs CASY
+154.1%
-113.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -13.4% | +1.1% | -14.5% | -13.5% |
| 30D | -14.0% | +8.7% | -22.7% | -14.9% |
| 3M | +4.9% | -17.3% | +22.2% | +7.1% |
| 6M | +42.0% | -19.7% | +61.7% | +45.9% |
| YTD | +45.1% | +24.8% | +20.3% | +31.6% |
| 1Y | +33.1% | +31.9% | +1.2% | +18.1% |
| 3Y | +40.6% | +155.4% | -114.8% | +4.5% |
| All | +40.6% | +154.1% | -113.4% | +4.5% |
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