-58.5%
Z vs CASY
+32.1%
-90.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.2% | -12.8% | -10.5% |
| 7D | -2.3% | +1.8% | -4.1% | -2.2% |
| 30D | +9.4% | +11.2% | -1.8% | +10.3% |
| 3M | -16.1% | -19.1% | +3.0% | -17.7% |
| 6M | -30.4% | -19.9% | -10.5% | -30.3% |
| YTD | -55.6% | +25.2% | -80.8% | -56.8% |
| 1Y | -58.5% | +31.6% | -90.1% | -60.3% |
| All | -58.5% | +32.1% | -90.6% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling