-34.6%
CAG vs CASY
+156.4%
-191.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +6.6% | +5.0% | +1.7% | +6.3% |
| 30D | +13.9% | +8.2% | +5.7% | +13.3% |
| 3M | +4.0% | -18.2% | +22.2% | +5.3% |
| 6M | +10.0% | -18.6% | +28.6% | +11.2% |
| YTD | -6.1% | +26.8% | -32.9% | -8.0% |
| 1Y | -4.3% | +31.6% | -35.9% | -6.5% |
| 3Y | -34.6% | +156.5% | -191.1% | -39.6% |
| All | -34.6% | +156.4% | -191.0% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling