+1,872.1%
T vs CASY
+36,294.0%
-34,421.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 3M | +14.3% | -0.6% | +14.9% | +13.8% |
| 6M | -9.3% | +10.7% | -20.0% | -11.3% |
| YTD | +7.1% | +37.1% | -30.0% | +1.2% |
| 1Y | -9.1% | +52.3% | -61.4% | -15.6% |
| 3Y | +105.3% | +215.2% | -109.9% | +68.1% |
| 5Y | +66.8% | +276.5% | -209.7% | +31.7% |
| 10Y | +66.8% | +508.4% | -441.6% | +20.7% |
| All | +1,872.1% | +36,294.0% | -34,421.9% | +863.8% |
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