-86.0%
SPXU vs CASY
+234.8%
-320.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -14.2% | +15.6% | -6.2% |
| 7D | +1.3% | -16.5% | +17.8% | -7.7% |
| 30D | +5.1% | -26.4% | +31.5% | -10.7% |
| 3M | -9.1% | -17.3% | +8.2% | -17.4% |
| 6M | -29.6% | -5.2% | -24.4% | -28.3% |
| YTD | -27.7% | +14.1% | -41.8% | -15.3% |
| 1Y | -37.0% | +16.6% | -53.6% | -24.7% |
| 3Y | -80.2% | +163.7% | -243.9% | -47.4% |
| 5Y | -86.0% | +231.3% | -317.3% | -43.3% |
| All | -86.0% | +234.8% | -320.8% | -43.3% |
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