-47.6%
SITM vs CASY
-17.3%
-30.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +6.6% |
| 7D | +17.2% | +5.8% | +11.4% | +18.1% |
| 30D | -17.1% | +10.7% | -27.8% | -16.2% |
| 3M | -29.2% | -13.9% | -15.3% | -28.8% |
| 6M | -47.6% | -18.4% | -29.1% | -45.6% |
| All | -47.6% | -17.3% | -30.3% | -45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling