+274.0%
ACGL vs CASY
+505.6%
-231.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.0% | -11.3% | +10.3% | +2.9% |
| 3M | +11.0% | -0.6% | +11.7% | +9.8% |
| 6M | -0.3% | +10.7% | -11.0% | -5.6% |
| YTD | +2.3% | +37.1% | -34.8% | -10.5% |
| 1Y | +6.4% | +52.3% | -45.9% | -10.9% |
| 3Y | +34.0% | +215.2% | -181.2% | -19.0% |
| 5Y | +161.6% | +276.5% | -114.8% | +43.8% |
| All | +274.0% | +505.6% | -231.6% | +73.4% |
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