+175.9%
CFG vs CASY
+154.8%
+21.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.4% |
| 7D | -2.2% | +1.8% | -4.0% | -2.4% |
| 30D | +0.4% | +11.2% | -10.8% | -0.9% |
| 3M | -12.6% | -19.1% | +6.5% | -10.5% |
| 6M | +0.6% | -19.9% | +20.5% | +3.2% |
| YTD | +12.4% | +25.2% | -12.7% | +5.3% |
| 1Y | +27.7% | +31.6% | -3.9% | +18.1% |
| All | +175.9% | +154.8% | +21.1% | +127.9% |
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 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