-7.2%
SPXU vs CASY
-19.3%
+12.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -9.4% | +2.5% | -11.8% | -9.8% |
| 30D | +7.4% | +10.2% | -2.8% | +5.6% |
| 3M | +6.2% | -15.7% | +21.9% | +9.7% |
| 6M | -7.2% | -18.4% | +11.1% | -3.5% |
| All | -7.2% | -19.3% | +12.0% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling