+77.0%
SO vs CASY
+250.1%
-173.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.9% |
| 3M | +0.2% | -17.3% | +17.5% | +2.4% |
| 6M | +0.4% | -19.7% | +20.1% | +2.7% |
| YTD | +8.5% | +24.8% | -16.3% | +4.1% |
| 1Y | +4.9% | +31.9% | -27.0% | -0.2% |
| 3Y | +47.9% | +155.4% | -107.5% | +25.2% |
| All | +77.0% | +250.1% | -173.1% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling