-42.9%
TER vs CASY
-20.4%
-22.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.5% |
| 7D | -20.5% | +1.1% | -21.6% | -20.0% |
| 30D | -47.0% | +8.7% | -55.7% | -45.6% |
| 3M | -43.3% | -17.3% | -26.0% | -44.6% |
| 6M | -42.9% | -19.7% | -23.2% | -37.6% |
| All | -42.9% | -20.4% | -22.5% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling