-69.0%
S vs CASY
+266.7%
-335.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +2.0% | +3.6% | -1.6% | +1.3% |
| 30D | -2.7% | +9.1% | -11.8% | -4.4% |
| 3M | -6.9% | -16.5% | +9.6% | -3.8% |
| 6M | +38.1% | -19.7% | +57.8% | +43.5% |
| YTD | +48.0% | +29.3% | +18.7% | +32.0% |
| 1Y | +34.5% | +33.1% | +1.3% | +18.4% |
| 3Y | +38.3% | +158.5% | -120.2% | -4.7% |
| All | -69.0% | +266.7% | -335.6% | -83.1% |
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