+3,047.6%
SPY vs CASY
+21,885.4%
-18,837.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +3.3% | +2.5% | +0.8% | +2.7% |
| 30D | -2.7% | +10.2% | -12.9% | -4.9% |
| 3M | -1.7% | -15.7% | +14.0% | +1.5% |
| 6M | +3.1% | -18.4% | +21.5% | +6.3% |
| YTD | +11.9% | +28.3% | -16.4% | +3.5% |
| 1Y | +12.0% | +32.6% | -20.6% | +2.6% |
| 3Y | +78.2% | +159.5% | -81.3% | +37.2% |
| 5Y | +73.2% | +263.9% | -190.7% | +22.0% |
| 10Y | +309.6% | +548.5% | -238.8% | +147.0% |
| All | +3,047.6% | +21,885.4% | -18,837.8% | +895.2% |
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