+56.4%
SAP vs CASY
+276.6%
-220.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +9.0% | -11.3% | +20.4% | +10.9% |
| 3M | +14.9% | -0.6% | +15.6% | +13.9% |
| 6M | +11.9% | +10.7% | +1.2% | +7.2% |
| YTD | -9.9% | +37.1% | -47.0% | -18.4% |
| 1Y | -19.5% | +52.3% | -71.8% | -29.5% |
| 3Y | +61.8% | +215.2% | -153.4% | +13.8% |
| All | +56.4% | +276.6% | -220.2% | -0.5% |
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