+319.1%
CFG vs CASY
+568.7%
-249.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | -3.8% | -11.3% | +7.5% | +0.6% |
| 3M | +11.5% | -0.6% | +12.1% | +9.3% |
| 6M | +19.2% | +10.7% | +8.5% | +10.9% |
| YTD | +23.7% | +37.1% | -13.4% | +4.5% |
| 1Y | +38.8% | +52.3% | -13.5% | +11.1% |
| 3Y | +178.9% | +215.2% | -36.3% | +50.9% |
| 5Y | +101.8% | +276.5% | -174.7% | -2.7% |
| All | +319.1% | +568.7% | -249.6% | +61.9% |
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