+331.1%
ACGL vs CASY
+553.2%
-222.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +0.9% | +1.1% | -0.2% | +0.5% |
| 30D | +13.7% | +8.7% | +5.0% | +10.5% |
| 3M | +8.0% | -17.3% | +25.4% | +14.2% |
| 6M | +13.3% | -19.7% | +33.0% | +19.8% |
| YTD | +11.8% | +24.8% | -13.0% | 0.0% |
| 1Y | +22.2% | +31.9% | -9.7% | +6.9% |
| 3Y | +32.5% | +155.4% | -122.9% | -14.2% |
| 5Y | +160.2% | +250.6% | -90.4% | +43.1% |
| All | +331.1% | +553.2% | -222.1% | +101.3% |
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