-21.5%
CG vs CASY
+266.7%
-288.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.8% |
| 7D | +0.2% | +3.6% | -3.4% | -0.9% |
| 30D | +11.2% | +9.1% | +2.1% | +8.1% |
| 3M | -22.1% | -16.5% | -5.6% | -17.9% |
| 6M | -17.9% | -19.7% | +1.8% | -13.0% |
| YTD | -31.3% | +29.3% | -60.6% | -40.7% |
| 1Y | -24.0% | +33.1% | -57.1% | -35.5% |
| 3Y | +45.0% | +158.5% | -113.6% | -12.6% |
| All | -21.5% | +266.7% | -288.1% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling