+113.9%
SOXX vs CASY
+51.2%
+62.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | -2.0% | -11.3% | +9.3% | -2.4% |
| 3M | -13.7% | -0.6% | -13.1% | -14.2% |
| 6M | +52.4% | +10.7% | +41.7% | +51.2% |
| YTD | +72.8% | +37.1% | +35.7% | +76.6% |
| 1Y | +113.9% | +52.3% | +61.6% | +126.1% |
| All | +113.9% | +51.2% | +62.7% | +126.1% |
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