+208.5%
CFG vs CASY
+555.0%
-346.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +3.2% | +3.6% | -0.4% | +1.9% |
| 30D | +5.1% | +9.1% | -3.9% | +1.6% |
| 3M | -11.2% | -16.5% | +5.3% | -5.8% |
| 6M | +9.6% | -19.7% | +29.3% | +16.3% |
| YTD | +15.0% | +29.3% | -14.3% | -1.5% |
| 1Y | +29.9% | +33.1% | -3.3% | +9.4% |
| 3Y | +192.1% | +158.5% | +33.6% | +72.2% |
| 5Y | +62.3% | +266.7% | -204.4% | -22.3% |
| All | +208.5% | +555.0% | -346.5% | +20.2% |
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