+379.5%
SE vs CASY
+559.9%
-180.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.8% |
| 7D | +3.3% | +3.6% | -0.3% | +2.3% |
| 30D | -18.2% | +7.2% | -25.4% | -19.8% |
| 3M | -31.3% | -16.9% | -14.3% | -28.3% |
| 6M | -10.1% | -19.3% | +9.2% | -6.7% |
| YTD | -38.9% | +25.6% | -64.5% | -45.6% |
| 1Y | -48.0% | +30.2% | -78.2% | -54.4% |
| 3Y | +78.8% | +154.9% | -76.1% | +20.0% |
| 5Y | -77.1% | +252.1% | -329.3% | -86.7% |
| All | +379.5% | +559.9% | -180.5% | +107.5% |
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 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