+144.9%
W vs CASY
+568.7%
-423.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -7.6% | -11.3% | +3.8% | -2.9% |
| 3M | +37.2% | -0.6% | +37.8% | +31.9% |
| 6M | +26.3% | +10.7% | +15.6% | +13.3% |
| YTD | -1.0% | +37.1% | -38.1% | -21.3% |
| 1Y | +20.1% | +52.3% | -32.2% | -10.1% |
| 3Y | +37.8% | +215.2% | -177.4% | -33.7% |
| 5Y | -63.7% | +276.5% | -340.1% | -84.4% |
| All | +144.9% | +568.7% | -423.8% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling