+639.5%
CEG vs CASY
+310.6%
+328.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | +12.9% | -11.3% | +24.3% | +16.0% |
| 3M | +13.2% | -0.6% | +13.8% | +11.6% |
| 6M | -7.0% | +10.7% | -17.7% | -11.6% |
| YTD | -15.0% | +37.1% | -52.1% | -24.8% |
| 1Y | -2.7% | +52.3% | -55.0% | -17.6% |
| 3Y | +184.1% | +215.2% | -31.1% | +83.0% |
| All | +639.5% | +310.6% | +328.9% | +337.3% |
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