-78.9%
TE vs CASY
+343.9%
-422.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.9% | -10.5% | -9.7% |
| 7D | -26.9% | +5.0% | -31.8% | -27.4% |
| 30D | -38.9% | +8.2% | -47.1% | -39.8% |
| 3M | -61.0% | -18.2% | -42.8% | -60.0% |
| 6M | -66.4% | -18.6% | -47.8% | -65.8% |
| YTD | -69.0% | +26.8% | -95.8% | -71.8% |
| 1Y | -54.0% | +31.6% | -85.6% | -58.5% |
| 3Y | +38.0% | +156.5% | -118.5% | +7.2% |
| 5Y | -81.0% | +258.6% | -339.6% | -85.8% |
| All | -78.9% | +343.9% | -422.8% | -84.3% |
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