+33.9%
TER vs CASY
+30.1%
+3.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.1% | +12.8% |
| 7D | -5.8% | +3.6% | -9.3% | -5.5% |
| 30D | -38.9% | +7.2% | -46.1% | -38.7% |
| 3M | -35.1% | -16.9% | -18.2% | -33.9% |
| 6M | -31.6% | -19.3% | -12.2% | -26.3% |
| YTD | +27.2% | +25.6% | +1.6% | +20.6% |
| All | +33.9% | +30.1% | +3.8% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling