-78.2%
SE vs CASY
+261.5%
-339.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | -1.5% | +2.5% | -3.9% | -2.0% |
| 30D | -22.3% | +10.2% | -32.5% | -23.9% |
| 3M | -41.8% | -15.7% | -26.1% | -40.1% |
| 6M | -22.4% | -18.4% | -4.0% | -20.0% |
| YTD | -41.6% | +28.3% | -69.9% | -48.4% |
| 1Y | -48.0% | +32.6% | -80.6% | -54.6% |
| 3Y | +63.9% | +159.5% | -95.7% | +6.7% |
| 5Y | -78.2% | +263.9% | -342.1% | -89.4% |
| All | -78.2% | +261.5% | -339.7% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling