+2,956.9%
SPY vs CASY
+21,294.6%
-18,337.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | -5.4% | +8.7% | -14.1% | -7.3% |
| 3M | -4.1% | -17.3% | +13.2% | -0.5% |
| 6M | +0.7% | -19.7% | +20.4% | +4.2% |
| YTD | +8.7% | +24.8% | -16.2% | +1.1% |
| 1Y | +10.9% | +31.9% | -21.0% | +1.7% |
| 3Y | +75.0% | +155.4% | -80.4% | +35.2% |
| 5Y | +67.8% | +250.6% | -182.8% | +19.2% |
| 10Y | +312.9% | +556.8% | -244.0% | +148.3% |
| All | +2,956.9% | +21,294.6% | -18,337.7% | +872.5% |
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 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