+55.4%
CG vs CASY
+209.8%
-154.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.5% |
| 7D | -1.3% | -4.4% | +3.1% | -0.3% |
| 30D | -3.2% | -12.0% | +8.9% | -0.6% |
| 3M | +6.2% | -2.3% | +8.6% | +5.1% |
| 6M | -4.7% | +10.5% | -15.2% | -9.7% |
| YTD | -20.6% | +33.0% | -53.6% | -29.1% |
| 1Y | -26.4% | +41.1% | -67.5% | -35.7% |
| 3Y | +55.4% | +207.5% | -152.1% | +9.3% |
| All | +55.4% | +209.8% | -154.4% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling