+63.4%
CFG vs CASY
+265.4%
-202.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.4% |
| 7D | -0.8% | +5.8% | -6.6% | -2.0% |
| 30D | +3.1% | +10.7% | -7.6% | +0.8% |
| 3M | -9.7% | -13.9% | +4.2% | -7.0% |
| 6M | +6.7% | -18.4% | +25.1% | +10.9% |
| YTD | +15.2% | +29.6% | -14.5% | +3.3% |
| 1Y | +28.8% | +32.8% | -4.0% | +14.3% |
| 3Y | +190.1% | +162.3% | +27.8% | +95.4% |
| 5Y | +63.4% | +265.0% | -201.6% | -9.4% |
| All | +63.4% | +265.4% | -202.0% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling