+22.2%
Z vs CASY
+611.7%
-589.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.4% | +8.0% | +9.0% |
| 7D | +10.2% | +0.8% | +9.4% | +9.9% |
| 30D | +23.7% | +9.4% | +14.3% | +20.6% |
| 3M | -6.6% | -20.6% | +14.0% | -0.4% |
| 6M | -23.0% | -20.7% | -2.3% | -19.1% |
| YTD | -50.3% | +22.5% | -72.8% | -55.5% |
| 1Y | -53.6% | +29.5% | -83.1% | -59.3% |
| 3Y | -10.1% | +150.0% | -160.0% | -38.8% |
| 5Y | -49.8% | +248.6% | -298.3% | -70.1% |
| 10Y | -1.6% | +544.6% | -546.2% | -53.6% |
| All | +22.2% | +611.7% | -589.5% | -43.9% |
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 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