-28.5%
CEG vs CASY
+32.0%
-60.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | -4.7% | +1.1% | -5.8% | -4.7% |
| 30D | -16.6% | +8.7% | -25.3% | -16.3% |
| 3M | -4.1% | -17.3% | +13.2% | -4.9% |
| 6M | -22.3% | -19.7% | -2.6% | -22.5% |
| YTD | -28.9% | +24.8% | -53.8% | -26.8% |
| 1Y | -28.5% | +31.9% | -60.4% | -25.8% |
| All | -28.5% | +32.0% | -60.5% | -25.8% |
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