-11.8%
CAG vs CASY
+51.2%
-63.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +3.1% | -11.3% | +14.5% | +4.0% |
| 3M | +23.5% | -0.6% | +24.1% | +22.6% |
| 6M | -14.8% | +10.7% | -25.6% | -16.7% |
| YTD | -5.4% | +37.1% | -42.6% | -9.5% |
| 1Y | -11.8% | +52.3% | -64.1% | -16.5% |
| All | -11.8% | +51.2% | -63.0% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling