+16.6%
AGG vs CASY
+555.0%
-538.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.5% | +3.6% | -5.1% | -1.5% |
| 30D | +0.6% | +9.1% | -8.4% | +0.6% |
| 3M | -1.6% | -16.5% | +14.9% | -1.6% |
| 6M | -1.6% | -19.7% | +18.1% | -1.5% |
| YTD | -1.5% | +29.3% | -30.8% | -1.7% |
| 1Y | -1.1% | +33.1% | -34.2% | -1.3% |
| 3Y | +13.6% | +158.5% | -144.9% | +13.0% |
| 5Y | -1.7% | +266.7% | -268.4% | -2.2% |
| All | +16.6% | +555.0% | -538.4% | +16.5% |
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 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