+385.8%
SN vs CASY
+154.8%
+231.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.4% |
| 7D | +3.8% | +1.8% | +2.0% | +3.4% |
| 30D | +17.5% | +11.2% | +6.4% | +15.0% |
| 3M | +19.2% | -19.1% | +38.3% | +24.0% |
| 6M | +84.9% | -19.9% | +104.8% | +92.2% |
| YTD | +94.0% | +25.2% | +68.9% | +75.2% |
| 1Y | +151.3% | +31.6% | +119.7% | +123.0% |
| All | +385.8% | +154.8% | +231.0% | +244.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling