-99.5%
SPXU vs CASY
+556.9%
-656.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -2.2% |
| 7D | +1.5% | +5.8% | -4.3% | +5.8% |
| 30D | +6.4% | +10.7% | -4.3% | +14.7% |
| 3M | +4.2% | -13.9% | +18.1% | -7.1% |
| 6M | -7.8% | -18.4% | +10.7% | -22.8% |
| YTD | -27.5% | +29.6% | -57.2% | -7.0% |
| 1Y | -27.1% | +32.8% | -60.0% | -4.4% |
| 3Y | -80.8% | +162.3% | -243.1% | -47.0% |
| 5Y | -84.1% | +265.0% | -349.1% | -29.3% |
| All | -99.5% | +556.9% | -656.4% | -95.0% |
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 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