+251.0%
SPOT vs CASY
+506.2%
-255.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.2% | +2.4% |
| 7D | -6.5% | -16.5% | +10.0% | -2.6% |
| 30D | +2.2% | -26.4% | +28.6% | +9.6% |
| 3M | +5.4% | -17.3% | +22.7% | +8.9% |
| 6M | -4.0% | -5.2% | +1.2% | -5.0% |
| YTD | -9.9% | +14.1% | -24.0% | -15.9% |
| 1Y | -27.3% | +16.6% | -43.9% | -32.8% |
| 3Y | +236.4% | +163.7% | +72.7% | +140.3% |
| 5Y | +112.6% | +231.3% | -118.7% | +40.0% |
| All | +251.0% | +506.2% | -255.2% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling