+60.7%
SE vs CASY
+162.5%
-101.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -3.8% |
| 7D | -7.7% | +5.8% | -13.6% | -8.1% |
| 30D | -22.8% | +10.7% | -33.5% | -23.4% |
| 3M | -43.7% | -13.9% | -29.9% | -43.3% |
| 6M | -12.8% | -18.4% | +5.6% | -11.4% |
| YTD | -42.0% | +29.6% | -71.6% | -46.6% |
| 1Y | -48.0% | +32.8% | -80.8% | -52.4% |
| All | +60.7% | +162.5% | -101.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling