+251.1%
SAN vs CASY
+162.5%
+88.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -0.9% |
| 7D | +3.4% | +5.8% | -2.4% | +2.8% |
| 30D | -6.3% | +10.7% | -17.0% | -7.2% |
| 3M | -14.1% | -13.9% | -0.2% | -12.9% |
| 6M | +4.2% | -18.4% | +22.6% | +6.7% |
| YTD | +9.0% | +29.6% | -20.6% | +1.6% |
| 1Y | +18.8% | +32.8% | -14.1% | +9.9% |
| All | +251.1% | +162.5% | +88.6% | +189.3% |
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