+269.8%
SAN vs CASY
+250.1%
+19.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | -13.0% | +8.7% | -21.7% | -14.3% |
| 3M | -18.9% | -17.3% | -1.6% | -16.2% |
| 6M | -4.1% | -19.7% | +15.6% | -1.0% |
| YTD | +2.6% | +24.8% | -22.3% | -6.1% |
| 1Y | +16.9% | +31.9% | -15.0% | +5.2% |
| 3Y | +239.1% | +155.4% | +83.7% | +146.3% |
| All | +269.8% | +250.1% | +19.6% | +128.3% |
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 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