-64.8%
SPCH vs CASY
-23.5%
-41.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.3% | +17.1% | +16.8% |
| 7D | -3.0% | +1.1% | -4.1% | -2.9% |
| 30D | -39.8% | +8.7% | -48.5% | -40.7% |
| 3M | +16.8% | -17.3% | +34.1% | +21.2% |
| All | -64.8% | -23.5% | -41.2% | -63.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling