+96.0%
AGG vs CASY
+6,307.8%
-6,211.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.7% |
| 7D | -1.4% | +2.5% | -3.9% | -1.4% |
| 30D | +0.9% | +10.2% | -9.3% | +1.0% |
| 3M | -1.2% | -15.7% | +14.5% | -1.4% |
| 6M | -1.4% | -18.4% | +16.9% | -1.6% |
| YTD | -1.4% | +28.3% | -29.7% | -1.1% |
| 1Y | -1.3% | +32.6% | -33.8% | -1.0% |
| 3Y | +13.8% | +159.5% | -145.7% | +14.9% |
| 5Y | -1.6% | +263.9% | -265.5% | -0.1% |
| 10Y | +16.3% | +548.5% | -532.2% | +19.3% |
| All | +96.0% | +6,307.8% | -6,211.7% | +113.6% |
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