+173.3%
CFG vs CASY
+154.1%
+19.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -0.9% | +1.1% | -2.0% | -1.0% |
| 30D | +1.1% | +8.7% | -7.6% | 0.0% |
| 3M | -12.0% | -17.3% | +5.3% | -10.1% |
| 6M | -2.2% | -19.7% | +17.5% | +0.2% |
| YTD | +11.4% | +24.8% | -13.4% | +4.3% |
| 1Y | +27.8% | +31.9% | -4.1% | +18.1% |
| 3Y | +173.3% | +155.4% | +17.9% | +125.9% |
| All | +173.3% | +154.1% | +19.2% | +125.9% |
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