+74.6%
SAP vs CASY
+254.7%
-180.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | +1.5% | +5.0% | -3.5% | +0.8% |
| 30D | +8.8% | +8.2% | +0.6% | +7.6% |
| 3M | +12.1% | -18.2% | +30.3% | +15.0% |
| 6M | +34.6% | -18.6% | +53.2% | +38.0% |
| YTD | -2.1% | +26.8% | -28.9% | -10.5% |
| 1Y | -5.5% | +31.6% | -37.1% | -14.7% |
| 3Y | +67.4% | +156.5% | -89.1% | +23.6% |
| 5Y | +74.6% | +258.6% | -184.1% | +9.5% |
| All | +74.6% | +254.7% | -180.1% | +9.5% |
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