+1,774.8%
SAN vs CASY
+33,553.3%
-31,778.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +10.8% | +5.0% | +5.8% | +9.3% |
| 30D | -5.7% | +8.2% | -13.9% | -7.8% |
| 3M | -13.4% | -18.2% | +4.7% | -9.1% |
| 6M | +3.5% | -18.6% | +22.1% | +7.3% |
| YTD | +9.7% | +26.8% | -17.1% | -0.1% |
| 1Y | +20.9% | +31.6% | -10.7% | +8.7% |
| 3Y | +254.3% | +156.5% | +97.8% | +157.7% |
| 5Y | +304.2% | +258.6% | +45.6% | +163.8% |
| 10Y | +260.2% | +550.3% | -290.0% | +95.7% |
| All | +1,774.8% | +33,553.3% | -31,778.5% | +410.0% |
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