-39.1%
CAG vs CASY
+550.0%
-589.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | -6.2% | +2.5% | -8.7% | -6.6% |
| 30D | +7.4% | +10.2% | -2.8% | +5.7% |
| 3M | -1.6% | -15.7% | +14.1% | +0.9% |
| 6M | +6.3% | -18.4% | +24.7% | +9.2% |
| YTD | -10.1% | +28.3% | -38.4% | -15.2% |
| 1Y | -10.2% | +32.6% | -42.8% | -15.9% |
| 3Y | -37.3% | +159.5% | -196.8% | -49.5% |
| 5Y | -41.6% | +263.9% | -305.5% | -56.8% |
| All | -39.1% | +550.0% | -589.1% | -62.4% |
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 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