+324.9%
ACGL vs CASY
+555.0%
-230.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | +2.2% | +3.6% | -1.4% | +1.0% |
| 30D | +12.3% | +9.1% | +3.3% | +9.0% |
| 3M | +11.8% | -16.5% | +28.3% | +17.9% |
| 6M | +17.5% | -19.7% | +37.2% | +24.4% |
| YTD | +14.3% | +29.3% | -15.0% | +1.0% |
| 1Y | +18.2% | +33.1% | -15.0% | +3.1% |
| 3Y | +33.2% | +158.5% | -125.4% | -13.9% |
| 5Y | +174.3% | +266.7% | -92.4% | +48.3% |
| All | +324.9% | +555.0% | -230.1% | +97.2% |
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