+2,432.7%
SAP vs CASY
+8,402.2%
-5,969.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -0.7% | +1.1% | -1.8% | -1.0% |
| 30D | +11.1% | +8.7% | +2.4% | +8.5% |
| 3M | +17.0% | -17.3% | +34.4% | +22.6% |
| 6M | +34.8% | -19.7% | +54.6% | +40.2% |
| YTD | -2.2% | +24.8% | -27.1% | -11.1% |
| 1Y | -6.4% | +31.9% | -38.3% | -16.6% |
| 3Y | +75.1% | +155.4% | -80.2% | +26.0% |
| 5Y | +69.8% | +250.6% | -180.7% | +9.4% |
| 10Y | +219.8% | +556.8% | -337.0% | +63.9% |
| All | +2,432.7% | +8,402.2% | -5,969.5% | +388.7% |
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