+142.0%
W vs CASY
+154.1%
-12.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -3.6% | +1.1% | -4.7% | -3.8% |
| 30D | +7.0% | +8.7% | -1.7% | +5.6% |
| 3M | +7.4% | -17.3% | +24.7% | +10.4% |
| 6M | +69.3% | -19.7% | +89.0% | +74.3% |
| YTD | +11.3% | +24.8% | -13.5% | -6.8% |
| 1Y | +13.2% | +31.9% | -18.7% | -7.4% |
| 3Y | +142.0% | +155.4% | -13.4% | +49.4% |
| All | +142.0% | +154.1% | -12.0% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling