+52.5%
SOXX vs CASY
+32.1%
+20.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.6% | -3.0% |
| 7D | -13.7% | +0.8% | -14.5% | -13.6% |
| 30D | -23.6% | +9.4% | -33.0% | -23.2% |
| 3M | -16.9% | -20.6% | +3.7% | -17.2% |
| 6M | -2.4% | -20.7% | +18.3% | -0.2% |
| YTD | +49.8% | +22.5% | +27.3% | +51.6% |
| 1Y | +52.5% | +29.5% | +23.0% | +57.9% |
| All | +52.5% | +32.1% | +20.4% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling