-10.9%
SIRI vs CASY
+16,787.1%
-16,798.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | -1.7% | +3.6% | -5.3% | -2.6% |
| 30D | +21.1% | +9.1% | +12.1% | +18.3% |
| 3M | +14.7% | -16.5% | +31.2% | +19.6% |
| 6M | +22.9% | -19.7% | +42.6% | +28.0% |
| YTD | +65.7% | +29.3% | +36.5% | +50.9% |
| 1Y | +53.5% | +33.1% | +20.3% | +38.3% |
| 3Y | -23.0% | +158.5% | -181.5% | -43.2% |
| 5Y | -41.5% | +266.7% | -308.2% | -61.3% |
| 10Y | -7.4% | +553.5% | -560.9% | -48.9% |
| All | -10.9% | +16,787.1% | -16,798.1% | -75.6% |
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