-80.9%
SMR vs CASY
+30.1%
-111.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +7.2% |
| 7D | +1.7% | +3.6% | -1.9% | +2.2% |
| 30D | -24.4% | +7.2% | -31.6% | -23.7% |
| 3M | -44.6% | -16.9% | -27.7% | -46.4% |
| 6M | -56.7% | -19.3% | -37.3% | -55.6% |
| YTD | -61.6% | +25.6% | -87.3% | -67.4% |
| All | -80.9% | +30.1% | -111.0% | -83.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling