+264.0%
SPOT vs CASY
+628.6%
-364.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +12.5% | -11.3% | +23.8% | +15.7% |
| 3M | +9.9% | -0.6% | +10.5% | +8.9% |
| 6M | +1.6% | +10.7% | -9.2% | -2.8% |
| YTD | -6.6% | +37.1% | -43.7% | -16.3% |
| 1Y | -22.9% | +52.3% | -75.2% | -33.4% |
| 3Y | +244.3% | +215.2% | +29.1% | +136.3% |
| 5Y | +117.8% | +276.5% | -158.7% | +39.7% |
| All | +264.0% | +628.6% | -364.6% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling