-63.9%
XYZ vs CASY
+250.1%
-314.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +12.1% | +1.1% | +11.1% | +11.8% |
| 30D | +12.4% | +8.7% | +3.7% | +9.4% |
| 3M | +8.2% | -17.3% | +25.5% | +14.1% |
| 6M | +20.7% | -19.7% | +40.4% | +27.1% |
| YTD | +31.3% | +24.8% | +6.5% | +11.8% |
| 1Y | +20.5% | +31.9% | -11.4% | -0.6% |
| 3Y | +72.6% | +155.4% | -82.8% | -7.3% |
| All | -63.9% | +250.1% | -314.0% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling