+151.8%
TER vs CASY
+154.1%
-2.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.6% |
| 7D | -20.5% | +1.1% | -21.6% | -20.6% |
| 30D | -47.0% | +8.7% | -55.7% | -47.7% |
| 3M | -43.3% | -17.3% | -26.0% | -41.4% |
| 6M | -42.9% | -19.7% | -23.2% | -40.6% |
| YTD | +12.9% | +24.8% | -12.0% | +3.1% |
| 1Y | +18.2% | +31.9% | -13.7% | +6.0% |
| 3Y | +151.8% | +155.4% | -3.6% | +72.9% |
| All | +151.8% | +154.1% | -2.3% | +72.9% |
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