+200.6%
W vs CASY
+956.1%
-755.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +2.2% | -10.4% | -9.1% |
| 7D | -5.6% | +1.8% | -7.4% | -6.3% |
| 30D | +7.5% | +11.2% | -3.7% | +2.9% |
| 3M | +5.4% | -19.1% | +24.5% | +13.4% |
| 6M | +79.4% | -19.9% | +99.3% | +88.1% |
| YTD | +12.9% | +25.2% | -12.3% | -5.9% |
| 1Y | +12.4% | +31.6% | -19.2% | -8.6% |
| 3Y | +128.5% | +155.4% | -26.9% | +30.3% |
| 5Y | -54.0% | +251.5% | -305.5% | -78.0% |
| 10Y | +248.8% | +558.6% | -309.9% | +19.9% |
| All | +200.6% | +956.1% | -755.5% | +14.3% |
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