+582.9%
CEG vs CASY
+276.2%
+306.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.7% | +9.8% | +10.3% |
| 7D | +7.3% | +3.6% | +3.7% | +6.5% |
| 30D | -7.4% | +7.2% | -14.6% | -8.9% |
| 3M | +2.5% | -16.9% | +19.4% | +6.3% |
| 6M | -8.8% | -19.3% | +10.5% | -5.2% |
| YTD | -21.5% | +25.6% | -47.1% | -29.5% |
| 1Y | -22.5% | +30.2% | -52.7% | -31.5% |
| 3Y | +133.3% | +154.9% | -21.5% | +60.3% |
| All | +582.9% | +276.2% | +306.7% | +310.2% |
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