-48.0%
SE vs CASY
+31.5%
-79.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.6% |
| 7D | -1.5% | +2.5% | -3.9% | -1.2% |
| 30D | -22.3% | +10.2% | -32.5% | -21.6% |
| 3M | -41.8% | -15.7% | -26.1% | -43.5% |
| 6M | -22.4% | -18.4% | -4.0% | -23.2% |
| YTD | -41.6% | +28.3% | -69.9% | -46.1% |
| 1Y | -48.0% | +32.6% | -80.6% | -52.4% |
| All | -48.0% | +31.5% | -79.5% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling