-7.2%
SYK vs CASY
+163.1%
-170.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -17.2% | +4.9% | -10.8% |
| 30D | -22.4% | -24.4% | +1.9% | -20.5% |
| 3M | -12.3% | -31.4% | +19.1% | -9.3% |
| 6M | -24.3% | -8.9% | -15.4% | -24.7% |
| YTD | -22.8% | +13.8% | -36.6% | -25.7% |
| 1Y | -28.8% | +17.0% | -45.7% | -31.9% |
| All | -7.2% | +163.1% | -170.4% | -18.9% |
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