-2.0%
AGG vs CASY
+234.8%
-236.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.2% | +14.0% | 0.0% |
| 7D | -0.2% | -16.5% | +16.4% | +0.2% |
| 30D | -0.2% | -26.4% | +26.2% | +0.3% |
| 3M | -0.7% | -17.3% | +16.6% | -0.5% |
| 6M | -1.8% | -5.2% | +3.4% | -1.9% |
| YTD | -0.6% | +14.1% | -14.7% | -1.2% |
| 1Y | +0.4% | +16.6% | -16.2% | -0.4% |
| 3Y | +13.2% | +163.7% | -150.5% | +9.0% |
| 5Y | -2.0% | +231.3% | -233.3% | -6.4% |
| All | -2.0% | +234.8% | -236.8% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling