+196.2%
W vs CASY
+953.2%
-757.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | -3.6% | +1.1% | -4.7% | -4.0% |
| 30D | +7.0% | +8.7% | -1.7% | +3.3% |
| 3M | +7.4% | -17.3% | +24.7% | +14.4% |
| 6M | +69.3% | -19.7% | +89.0% | +77.3% |
| YTD | +11.3% | +24.8% | -13.5% | -7.2% |
| 1Y | +13.2% | +31.9% | -18.7% | -8.0% |
| 3Y | +142.0% | +155.4% | -13.4% | +37.9% |
| 5Y | -54.6% | +250.6% | -305.2% | -78.3% |
| 10Y | +243.7% | +556.8% | -313.1% | +18.3% |
| All | +196.2% | +953.2% | -757.0% | +12.8% |
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