+6,337.0%
SO vs CASY
+33,122.1%
-26,785.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | 0.0% |
| 7D | +0.4% | +1.8% | -1.5% | +0.1% |
| 30D | +9.2% | +11.2% | -1.9% | +7.8% |
| 3M | +1.1% | -19.1% | +20.2% | +3.6% |
| 6M | -1.1% | -19.9% | +18.9% | +1.1% |
| YTD | +9.7% | +25.2% | -15.5% | +5.7% |
| 1Y | +5.5% | +31.6% | -26.1% | +0.9% |
| 3Y | +47.0% | +155.4% | -108.4% | +28.0% |
| 5Y | +77.6% | +251.5% | -174.0% | +47.4% |
| 10Y | +181.0% | +558.6% | -377.6% | +116.0% |
| All | +6,337.0% | +33,122.1% | -26,785.1% | +3,619.5% |
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 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