+320.1%
CG vs CASY
+551.3%
-231.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.3% |
| 7D | +3.0% | +3.6% | -0.5% | +1.7% |
| 30D | +10.1% | +7.2% | +2.9% | +7.3% |
| 3M | -10.8% | -16.9% | +6.1% | -5.5% |
| 6M | -15.2% | -19.3% | +4.1% | -10.6% |
| YTD | -26.9% | +25.6% | -52.6% | -35.7% |
| 1Y | -17.0% | +30.2% | -47.2% | -28.3% |
| 3Y | +54.6% | +154.9% | -100.2% | -1.1% |
| 5Y | -16.7% | +252.1% | -268.9% | -54.2% |
| 10Y | +320.1% | +535.8% | -215.7% | +91.1% |
| All | +320.1% | +551.3% | -231.2% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling