+589.4%
SE vs CASY
+620.2%
-30.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -2.5% | -11.3% | +8.9% | +0.5% |
| 3M | +21.7% | -0.6% | +22.4% | +19.6% |
| 6M | +27.0% | +10.7% | +16.3% | +19.5% |
| YTD | -12.1% | +37.1% | -49.3% | -23.3% |
| 1Y | -40.9% | +52.3% | -93.2% | -50.5% |
| 3Y | +191.0% | +215.2% | -24.2% | +82.1% |
| 5Y | -68.3% | +276.5% | -344.8% | -81.8% |
| All | +589.4% | +620.2% | -30.9% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling