-31.9%
CEG vs CASY
+32.1%
-64.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -6.6% |
| 7D | -4.8% | +0.8% | -5.6% | -4.7% |
| 30D | -8.2% | +9.4% | -17.6% | -7.9% |
| 3M | -7.9% | -20.6% | +12.7% | -8.8% |
| 6M | -23.2% | -20.7% | -2.5% | -23.4% |
| YTD | -30.1% | +22.5% | -52.6% | -28.5% |
| 1Y | -31.9% | +29.5% | -61.4% | -30.0% |
| All | -31.9% | +32.1% | -64.0% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling