+355.0%
SE vs CASY
+580.9%
-225.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.3% |
| 7D | -7.7% | +5.8% | -13.6% | -9.2% |
| 30D | -22.8% | +10.7% | -33.5% | -25.0% |
| 3M | -43.7% | -13.9% | -29.9% | -41.8% |
| 6M | -12.8% | -18.4% | +5.6% | -9.7% |
| YTD | -42.0% | +29.6% | -71.6% | -48.8% |
| 1Y | -48.0% | +32.8% | -80.8% | -54.6% |
| 3Y | +62.7% | +162.3% | -99.6% | +8.4% |
| 5Y | -77.8% | +265.0% | -342.8% | -87.2% |
| All | +355.0% | +580.9% | -225.8% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling