+2,101.2%
SAN vs CASY
+36,294.0%
-34,192.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +2.0% | -11.3% | +13.3% | +5.3% |
| 3M | +19.7% | -0.6% | +20.4% | +18.1% |
| 6M | +30.6% | +10.7% | +19.9% | +24.6% |
| YTD | +28.8% | +37.1% | -8.3% | +15.4% |
| 1Y | +57.8% | +52.3% | +5.5% | +36.8% |
| 3Y | +338.1% | +215.2% | +122.9% | +201.4% |
| 5Y | +384.2% | +276.5% | +107.7% | +213.5% |
| 10Y | +353.1% | +508.4% | -155.2% | +151.5% |
| All | +2,101.2% | +36,294.0% | -34,192.8% | +489.2% |
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