+78.3%
SPY vs CASY
+159.8%
-81.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | +3.3% | +2.5% | +0.8% | +3.0% |
| 30D | -2.7% | +10.2% | -12.9% | -3.7% |
| 3M | -1.7% | -15.7% | +14.0% | -0.1% |
| 6M | +3.1% | -18.4% | +21.5% | +5.4% |
| YTD | +11.9% | +28.3% | -16.4% | +5.0% |
| 1Y | +12.0% | +32.6% | -20.6% | +4.2% |
| All | +78.3% | +159.8% | -81.4% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling