+5,976.4%
SO vs CASY
+36,294.0%
-30,317.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -4.6% | -11.3% | +6.8% | -3.2% |
| 3M | -3.0% | -0.6% | -2.4% | -3.4% |
| 6M | -8.3% | +10.7% | -19.0% | -9.9% |
| YTD | +3.5% | +37.1% | -33.6% | -1.2% |
| 1Y | -0.9% | +52.3% | -53.2% | -6.8% |
| 3Y | +45.4% | +215.2% | -169.8% | +23.3% |
| 5Y | +59.6% | +276.5% | -216.9% | +31.5% |
| 10Y | +156.6% | +508.4% | -351.8% | +98.5% |
| All | +5,976.4% | +36,294.0% | -30,317.7% | +3,378.0% |
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