-100.0%
SPXU vs CASY
+3,190.0%
-3,290.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.8% |
| 7D | -7.6% | +3.6% | -11.1% | -5.0% |
| 30D | +5.3% | +9.1% | -3.7% | +12.4% |
| 3M | +9.6% | -16.5% | +26.2% | -4.6% |
| 6M | -4.5% | -19.7% | +15.2% | -20.6% |
| YTD | -25.9% | +29.3% | -55.1% | -6.8% |
| 1Y | -28.9% | +33.1% | -62.0% | -8.2% |
| 3Y | -80.5% | +158.5% | -239.0% | -50.8% |
| 5Y | -83.4% | +266.7% | -350.1% | -35.1% |
| 10Y | -99.5% | +553.5% | -653.0% | -95.5% |
| All | -100.0% | +3,190.0% | -3,290.0% | -99.6% |
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