+125.7%
SU vs CASY
+163.7%
-38.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.2% | +15.9% | +3.3% |
| 7D | +1.6% | -16.5% | +18.1% | +3.6% |
| 30D | +10.7% | -26.4% | +37.1% | +14.7% |
| 3M | +13.5% | -17.3% | +30.8% | +16.1% |
| 6M | +21.8% | -5.2% | +27.0% | +22.6% |
| YTD | +58.8% | +14.1% | +44.8% | +56.3% |
| 1Y | +72.0% | +16.6% | +55.4% | +68.5% |
| All | +125.7% | +163.7% | -38.0% | +100.2% |
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 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