-64.8%
Z vs CASY
+276.6%
-341.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -4.2% | -11.3% | +7.2% | -1.3% |
| 3M | -3.7% | -0.6% | -3.1% | -5.2% |
| 6M | -24.5% | +10.7% | -35.2% | -29.0% |
| YTD | -49.3% | +37.1% | -86.4% | -56.2% |
| 1Y | -58.7% | +52.3% | -111.0% | -65.9% |
| 3Y | -34.1% | +215.2% | -249.3% | -59.8% |
| All | -64.8% | +276.6% | -341.5% | -81.1% |
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