-67.5%
S vs CASY
+265.4%
-332.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.1% |
| 7D | +1.2% | +5.8% | -4.6% | +0.2% |
| 30D | -7.3% | +10.7% | -18.0% | -9.2% |
| 3M | +5.9% | -13.9% | +19.7% | +8.6% |
| 6M | +45.6% | -18.4% | +64.1% | +50.7% |
| YTD | +58.5% | +29.6% | +28.9% | +41.4% |
| 1Y | +37.6% | +32.8% | +4.8% | +21.3% |
| 3Y | +51.7% | +162.3% | -110.6% | +4.0% |
| 5Y | -67.5% | +265.0% | -332.5% | -82.1% |
| All | -67.5% | +265.4% | -332.9% | -82.1% |
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