+316.4%
CFG vs CASY
+963.3%
-646.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | -0.9% | +1.1% | -2.0% | -1.3% |
| 30D | +1.1% | +8.7% | -7.6% | -1.9% |
| 3M | -12.0% | -17.3% | +5.3% | -6.9% |
| 6M | -2.2% | -19.7% | +17.5% | +2.9% |
| YTD | +11.4% | +24.8% | -13.4% | -1.5% |
| 1Y | +27.8% | +31.9% | -4.1% | +10.3% |
| 3Y | +173.3% | +155.4% | +17.9% | +74.2% |
| 5Y | +62.4% | +250.6% | -188.1% | -11.3% |
| 10Y | +249.6% | +556.8% | -307.3% | +59.8% |
| All | +316.4% | +963.3% | -646.9% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling