+290.3%
CG vs CASY
+553.2%
-262.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | +5.0% | +8.7% | -3.7% | +1.9% |
| 3M | -18.2% | -17.3% | -0.9% | -13.2% |
| 6M | -20.7% | -19.7% | -1.0% | -16.3% |
| YTD | -31.4% | +24.8% | -56.2% | -39.6% |
| 1Y | -22.3% | +31.9% | -54.1% | -33.2% |
| 3Y | +50.2% | +155.4% | -105.2% | -4.1% |
| 5Y | -22.1% | +250.6% | -272.6% | -57.0% |
| All | +290.3% | +553.2% | -262.9% | +75.2% |
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 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