-53.2%
S vs CASY
+303.0%
-356.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -7.7% | +0.1% | -7.8% | -7.7% |
| 30D | -5.3% | -11.3% | +6.0% | -3.0% |
| 3M | +20.3% | -0.6% | +20.9% | +18.6% |
| 6M | +47.4% | +10.7% | +36.7% | +40.0% |
| YTD | +32.5% | +37.1% | -4.6% | +17.1% |
| 1Y | +9.5% | +52.3% | -42.8% | -7.4% |
| 3Y | +15.5% | +215.2% | -199.7% | -25.6% |
| 5Y | -71.2% | +276.5% | -347.7% | -84.2% |
| All | -53.2% | +303.0% | -356.2% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling