+518.2%
CEG vs CASY
+273.8%
+244.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -4.7% | +1.1% | -5.8% | -5.0% |
| 30D | -16.6% | +8.7% | -25.3% | -18.2% |
| 3M | -4.1% | -17.3% | +13.2% | -0.5% |
| 6M | -22.3% | -19.7% | -2.6% | -19.2% |
| YTD | -28.9% | +24.8% | -53.8% | -36.1% |
| 1Y | -28.5% | +31.9% | -60.4% | -37.1% |
| 3Y | +104.3% | +155.4% | -51.1% | +40.1% |
| All | +518.2% | +273.8% | +244.5% | +271.8% |
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 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