-18.4%
Z vs CASY
+154.8%
-173.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.2% | -12.8% | -11.1% |
| 7D | -2.3% | +1.8% | -4.1% | -2.7% |
| 30D | +9.4% | +11.2% | -1.8% | +7.3% |
| 3M | -16.1% | -19.1% | +3.0% | -12.7% |
| 6M | -30.4% | -19.9% | -10.5% | -27.4% |
| YTD | -55.6% | +25.2% | -80.8% | -60.9% |
| 1Y | -58.5% | +31.6% | -90.1% | -64.4% |
| All | -18.4% | +154.8% | -173.1% | -46.9% |
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