-99.5%
SPXU vs CASY
+464.4%
-563.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.7% |
| 7D | +6.4% | -17.2% | +23.6% | -7.7% |
| 30D | +5.9% | -24.4% | +30.3% | -14.3% |
| 3M | -11.7% | -31.4% | +19.7% | -34.3% |
| 6M | -28.7% | -8.9% | -19.8% | -32.0% |
| YTD | -26.4% | +13.8% | -40.2% | -14.3% |
| 1Y | -35.2% | +17.0% | -52.2% | -22.5% |
| 3Y | -79.8% | +163.1% | -242.9% | -42.1% |
| 5Y | -86.1% | +239.0% | -325.0% | -40.3% |
| All | -99.5% | +464.4% | -563.9% | -95.5% |
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