+31.9%
SOLS vs CASY
+23.1%
+8.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.7% | +9.1% | +9.7% |
| 7D | +8.0% | +3.6% | +4.4% | +7.6% |
| 30D | +3.7% | +7.2% | -3.4% | +2.8% |
| 3M | +4.6% | -16.9% | +21.5% | +7.1% |
| 6M | -18.5% | -19.3% | +0.9% | -12.7% |
| YTD | +31.4% | +25.6% | +5.8% | +16.9% |
| 1Y | +34.5% | +30.2% | +4.3% | +15.7% |
| All | +31.9% | +23.1% | +8.8% | +16.8% |
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