+89.2%
TER vs CASY
+265.4%
-176.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +7.8% |
| 7D | +5.9% | +5.8% | +0.1% | +4.5% |
| 30D | -30.8% | +10.7% | -41.5% | -32.5% |
| 3M | -29.9% | -13.9% | -16.1% | -27.5% |
| 6M | -27.5% | -18.4% | -9.0% | -24.3% |
| YTD | +37.5% | +29.6% | +7.8% | +21.7% |
| 1Y | +50.3% | +32.8% | +17.4% | +31.6% |
| 3Y | +204.9% | +162.3% | +42.6% | +97.0% |
| 5Y | +89.2% | +265.0% | -175.9% | -0.9% |
| All | +89.2% | +265.4% | -176.2% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling