+14,183.4%
TER vs CASY
+36,294.0%
-22,110.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -8.3% | -11.3% | +3.1% | -4.3% |
| 3M | -12.2% | -0.6% | -11.6% | -14.1% |
| 6M | +17.1% | +10.7% | +6.4% | +10.4% |
| YTD | +84.7% | +37.1% | +47.5% | +60.7% |
| 1Y | +199.9% | +52.3% | +147.6% | +149.0% |
| 3Y | +232.8% | +215.2% | +17.6% | +105.0% |
| 5Y | +198.6% | +276.5% | -77.9% | +70.3% |
| 10Y | +1,669.7% | +508.4% | +1,161.4% | +709.7% |
| All | +14,183.4% | +36,294.0% | -22,110.6% | +1,572.6% |
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 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