-53.2%
TE vs CASY
+380.0%
-433.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.0% | +0.1% | -4.0% | -4.0% |
| 30D | -15.9% | -11.3% | -4.6% | -14.5% |
| 3M | -60.5% | -0.6% | -59.9% | -61.2% |
| 6M | -35.2% | +10.7% | -45.9% | -38.3% |
| YTD | -31.1% | +37.1% | -68.3% | -37.9% |
| 1Y | +148.6% | +52.3% | +96.3% | +118.5% |
| 3Y | -26.4% | +215.2% | -241.6% | -44.4% |
| 5Y | -48.0% | +276.5% | -324.5% | -61.7% |
| All | -53.2% | +380.0% | -433.2% | -65.3% |
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