+8,486.3%
TPR vs CASY
+6,771.0%
+1,715.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.1% |
| 7D | +13.9% | +1.8% | +12.0% | +13.0% |
| 30D | +14.9% | +11.2% | +3.7% | +9.7% |
| 3M | -15.4% | -19.1% | +3.7% | -8.2% |
| 6M | -4.5% | -19.9% | +15.4% | +1.7% |
| YTD | +6.0% | +25.2% | -19.2% | -8.0% |
| 1Y | +24.3% | +31.6% | -7.3% | +5.4% |
| 3Y | +412.8% | +155.4% | +257.4% | +211.9% |
| 5Y | +258.4% | +251.5% | +6.9% | +84.5% |
| 10Y | +396.8% | +558.6% | -161.8% | +94.8% |
| All | +8,486.3% | +6,771.0% | +1,715.3% | +1,001.7% |
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