+32.9%
W vs CASY
+215.7%
-182.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -7.6% | -11.3% | +3.8% | -5.9% |
| 3M | +37.2% | -0.6% | +37.8% | +33.6% |
| 6M | +26.3% | +10.7% | +15.6% | +16.5% |
| YTD | -1.0% | +37.1% | -38.1% | -16.6% |
| 1Y | +20.1% | +52.3% | -32.2% | -3.1% |
| All | +32.9% | +215.7% | -182.8% | -9.4% |
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