+4.9%
SO vs CASY
+32.0%
-27.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.5% | +1.1% | -2.6% | -1.6% |
| 30D | +8.1% | +8.7% | -0.6% | +7.3% |
| 3M | +0.2% | -17.3% | +17.5% | +1.8% |
| 6M | +0.4% | -19.7% | +20.1% | +2.3% |
| YTD | +8.5% | +24.8% | -16.3% | +5.0% |
| 1Y | +4.9% | +31.9% | -27.0% | +0.9% |
| All | +4.9% | +32.0% | -27.1% | +0.9% |
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