-37.2%
CAG vs CASY
+464.4%
-501.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -5.9% | -17.2% | +11.4% | -3.0% |
| 30D | -1.5% | -24.4% | +22.8% | +3.0% |
| 3M | +11.5% | -31.4% | +42.9% | +18.4% |
| 6M | -15.7% | -8.9% | -6.8% | -15.4% |
| YTD | -10.2% | +13.8% | -24.0% | -13.6% |
| 1Y | -18.1% | +17.0% | -35.0% | -21.7% |
| 3Y | -39.4% | +163.1% | -202.5% | -51.9% |
| 5Y | -42.6% | +239.0% | -281.6% | -57.4% |
| All | -37.2% | +464.4% | -501.7% | -60.6% |
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 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