+320.3%
CFG vs CASY
+966.3%
-646.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.9% |
| 7D | -2.2% | +1.8% | -4.0% | -2.8% |
| 30D | +0.4% | +11.2% | -10.8% | -3.3% |
| 3M | -12.6% | -19.1% | +6.5% | -6.8% |
| 6M | +0.6% | -19.9% | +20.5% | +6.0% |
| YTD | +12.4% | +25.2% | -12.7% | -0.6% |
| 1Y | +27.7% | +31.6% | -3.9% | +10.3% |
| 3Y | +172.4% | +155.4% | +17.0% | +73.7% |
| 5Y | +64.0% | +251.5% | -187.6% | -10.5% |
| 10Y | +252.8% | +558.6% | -305.8% | +61.2% |
| All | +320.3% | +966.3% | -646.0% | +73.7% |
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