+13.8%
AGG vs CASY
+159.8%
-146.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -1.4% | +2.5% | -3.9% | -1.5% |
| 30D | +0.9% | +10.2% | -9.3% | +0.8% |
| 3M | -1.2% | -15.7% | +14.5% | -1.1% |
| 6M | -1.4% | -18.4% | +16.9% | -1.3% |
| YTD | -1.4% | +28.3% | -29.7% | -1.8% |
| 1Y | -1.3% | +32.6% | -33.8% | -1.8% |
| All | +13.8% | +159.8% | -146.0% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling