+324.6%
ACGL vs CASY
+565.2%
-240.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | -1.4% | +5.8% | -7.2% | -3.2% |
| 30D | +12.4% | +10.7% | +1.7% | +8.5% |
| 3M | +11.1% | -13.9% | +25.0% | +15.9% |
| 6M | +16.3% | -18.4% | +34.8% | +22.5% |
| YTD | +13.8% | +29.6% | -15.8% | +0.5% |
| 1Y | +20.4% | +32.8% | -12.4% | +5.2% |
| 3Y | +33.6% | +162.3% | -128.7% | -14.1% |
| 5Y | +176.8% | +265.0% | -88.2% | +50.1% |
| 10Y | +324.6% | +555.4% | -230.8% | +97.6% |
| All | +324.6% | +565.2% | -240.6% | +97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling