-79.9%
SMR vs CASY
+32.9%
-112.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.2% |
| 7D | -8.3% | +3.6% | -11.8% | -7.8% |
| 30D | -20.1% | +9.1% | -29.1% | -19.1% |
| 3M | -52.7% | -16.5% | -36.2% | -54.2% |
| 6M | -61.0% | -19.7% | -41.3% | -58.9% |
| YTD | -67.1% | +29.3% | -96.4% | -72.1% |
| 1Y | -79.9% | +33.1% | -113.0% | -82.9% |
| All | -79.9% | +32.9% | -112.7% | -82.9% |
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 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