-43.2%
SIRI vs CASY
+234.8%
-278.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.3% | +2.0% |
| 7D | -3.9% | -16.5% | +12.6% | -0.6% |
| 30D | -0.8% | -26.4% | +25.5% | +5.3% |
| 3M | +4.3% | -17.3% | +21.6% | +7.0% |
| 6M | +34.1% | -5.2% | +39.3% | +31.8% |
| YTD | +47.3% | +14.1% | +33.2% | +37.4% |
| 1Y | +22.9% | +16.6% | +6.3% | +13.5% |
| 3Y | -24.6% | +163.7% | -188.3% | -47.2% |
| 5Y | -43.2% | +231.3% | -274.5% | -62.4% |
| All | -43.2% | +234.8% | -278.0% | -62.4% |
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