+111.7%
SPOT vs CASY
+274.3%
-162.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.4% | -1.9% |
| 7D | -2.9% | -4.4% | +1.5% | -1.9% |
| 30D | +8.3% | -12.0% | +20.3% | +11.2% |
| 3M | +5.1% | -2.3% | +7.4% | +4.5% |
| 6M | -6.5% | +10.5% | -17.0% | -10.7% |
| YTD | -9.0% | +33.0% | -42.0% | -18.2% |
| 1Y | -26.4% | +41.1% | -67.5% | -35.5% |
| 3Y | +240.0% | +207.5% | +32.5% | +126.1% |
| 5Y | +111.7% | +290.7% | -179.0% | +21.7% |
| All | +111.7% | +274.3% | -162.6% | +21.7% |
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