+6,358.4%
SO vs CASY
+33,553.3%
-27,194.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -0.1% | +5.0% | -5.1% | -0.7% |
| 30D | +8.7% | +8.2% | +0.5% | +7.6% |
| 3M | +3.4% | -18.2% | +21.6% | +5.8% |
| 6M | +3.7% | -18.6% | +22.3% | +5.8% |
| YTD | +10.0% | +26.8% | -16.8% | +5.9% |
| 1Y | +6.6% | +31.6% | -25.0% | +2.0% |
| 3Y | +52.5% | +156.5% | -104.0% | +32.7% |
| 5Y | +76.1% | +258.6% | -182.6% | +45.8% |
| 10Y | +194.9% | +550.3% | -355.4% | +126.8% |
| All | +6,358.4% | +33,553.3% | -27,194.9% | +3,625.7% |
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