+107.7%
T vs CASY
+215.7%
-108.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +11.4% | -11.3% | +22.7% | +12.3% |
| 3M | +14.3% | -0.6% | +14.9% | +13.9% |
| 6M | -9.3% | +10.7% | -20.0% | -10.6% |
| YTD | +7.1% | +37.1% | -30.0% | +3.5% |
| 1Y | -9.1% | +52.3% | -61.4% | -12.9% |
| All | +107.7% | +215.7% | -108.0% | +99.9% |
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