+190.6%
CFG vs CASY
+155.2%
+35.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.9% |
| 7D | +0.3% | +3.6% | -3.3% | -0.1% |
| 30D | +3.2% | +7.2% | -4.0% | +2.3% |
| 3M | -9.7% | -16.9% | +7.2% | -7.8% |
| 6M | +3.6% | -19.3% | +23.0% | +6.2% |
| YTD | +14.7% | +25.6% | -11.0% | +7.3% |
| 1Y | +29.6% | +30.2% | -0.6% | +20.1% |
| 3Y | +190.6% | +154.9% | +35.7% | +139.3% |
| All | +190.6% | +155.2% | +35.4% | +139.3% |
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 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