+4,824.8%
ACGL vs CASY
+8,425.6%
-3,600.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +6.4% | +1.8% | +4.5% | +6.0% |
| 30D | +16.6% | +11.2% | +5.4% | +14.0% |
| 3M | +11.6% | -19.1% | +30.7% | +16.1% |
| 6M | +17.5% | -19.9% | +37.4% | +21.7% |
| YTD | +15.3% | +25.2% | -9.9% | +8.3% |
| 1Y | +26.3% | +31.6% | -5.3% | +17.2% |
| 3Y | +35.9% | +155.4% | -119.5% | +7.7% |
| 5Y | +168.2% | +251.5% | -83.4% | +96.7% |
| 10Y | +352.0% | +558.6% | -206.7% | +192.2% |
| All | +4,824.8% | +8,425.6% | -3,600.8% | +1,806.5% |
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