+187.4%
CEG vs CASY
+215.7%
-28.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +4.9% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | +12.9% | -11.3% | +24.3% | +15.1% |
| 3M | +13.2% | -0.6% | +13.8% | +11.9% |
| 6M | -7.0% | +10.7% | -17.7% | -10.8% |
| YTD | -15.0% | +37.1% | -52.1% | -23.3% |
| 1Y | -2.7% | +52.3% | -55.0% | -15.5% |
| All | +187.4% | +215.7% | -28.3% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling