-49.5%
SMR vs CASY
+275.4%
-324.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.3% | +16.5% | +16.3% |
| 7D | -9.6% | +1.1% | -10.7% | -9.8% |
| 30D | -33.8% | +8.7% | -42.5% | -34.6% |
| 3M | -46.4% | -17.3% | -29.0% | -45.3% |
| 6M | -62.4% | -19.7% | -42.7% | -61.6% |
| YTD | -64.1% | +24.8% | -89.0% | -67.5% |
| 1Y | -84.3% | +31.9% | -116.2% | -86.1% |
| 3Y | +55.8% | +155.4% | -99.6% | +27.3% |
| All | -49.5% | +275.4% | -324.9% | -60.7% |
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