+601.8%
CAG vs CASY
+36,294.0%
-35,692.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | +23.5% | -0.6% | +24.1% | +23.0% |
| 6M | -14.8% | +10.7% | -25.6% | -16.3% |
| YTD | -5.4% | +37.1% | -42.6% | -9.5% |
| 1Y | -11.8% | +52.3% | -64.1% | -16.8% |
| 3Y | -36.7% | +215.2% | -251.8% | -45.9% |
| 5Y | -40.3% | +276.5% | -316.8% | -50.3% |
| 10Y | -37.0% | +508.4% | -545.4% | -51.2% |
| All | +601.8% | +36,294.0% | -35,692.2% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling