-73.3%
U vs CASY
+266.7%
-339.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +5.0% |
| 7D | +2.6% | +3.6% | -1.0% | +1.5% |
| 30D | +27.6% | +9.1% | +18.5% | +24.4% |
| 3M | +15.3% | -16.5% | +31.8% | +20.9% |
| 6M | +96.4% | -19.7% | +116.1% | +106.8% |
| YTD | +19.6% | +29.3% | -9.7% | -0.2% |
| 1Y | +42.1% | +33.1% | +9.0% | +16.6% |
| 3Y | +87.5% | +158.5% | -71.0% | +6.4% |
| All | -73.3% | +266.7% | -339.9% | -89.1% |
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