-41.3%
CAG vs CASY
+274.3%
-315.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | -5.3% | -4.4% | -0.9% | -4.7% |
| 30D | +1.0% | -12.0% | +13.0% | +2.6% |
| 3M | +17.4% | -2.3% | +19.7% | +17.0% |
| 6M | -16.8% | +10.5% | -27.3% | -18.7% |
| YTD | -6.8% | +33.0% | -39.8% | -11.5% |
| 1Y | -15.4% | +41.1% | -56.5% | -20.5% |
| 3Y | -37.1% | +207.5% | -244.6% | -50.4% |
| 5Y | -41.3% | +290.7% | -332.0% | -58.0% |
| All | -41.3% | +274.3% | -315.6% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling