+54.1%
SO vs CASY
+161.8%
-107.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +1.4% | +3.6% | -2.2% | +1.0% |
| 30D | +4.7% | +9.1% | -4.3% | +3.8% |
| 3M | +1.7% | -16.5% | +18.2% | +3.3% |
| 6M | +2.2% | -19.7% | +21.9% | +4.0% |
| YTD | +10.0% | +29.3% | -19.3% | +6.3% |
| 1Y | +6.0% | +33.1% | -27.1% | +2.2% |
| 3Y | +54.1% | +158.5% | -104.4% | +36.5% |
| All | +54.1% | +161.8% | -107.7% | +36.5% |
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