+365.7%
SE vs CASY
+555.6%
-189.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.7% |
| 30D | -20.0% | +8.7% | -28.7% | -21.9% |
| 3M | -31.8% | -17.3% | -14.5% | -28.8% |
| 6M | -15.9% | -19.7% | +3.9% | -12.6% |
| YTD | -40.6% | +24.8% | -65.5% | -47.1% |
| 1Y | -50.7% | +31.9% | -82.6% | -57.0% |
| 3Y | +70.3% | +155.4% | -85.1% | +14.1% |
| 5Y | -78.8% | +250.6% | -329.4% | -87.6% |
| All | +365.7% | +555.6% | -189.9% | +101.9% |
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