+280.5%
CG vs CASY
+1,236.7%
-956.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | -18.2% | -17.3% | -0.9% | -13.8% |
| 6M | -20.7% | -19.7% | -1.0% | -16.8% |
| YTD | -31.4% | +24.8% | -56.2% | -38.3% |
| 1Y | -22.3% | +31.9% | -54.1% | -31.5% |
| 3Y | +50.2% | +155.4% | -105.2% | +3.7% |
| 5Y | -22.1% | +250.6% | -272.6% | -52.0% |
| 10Y | +295.5% | +556.8% | -261.3% | +103.7% |
| All | +280.5% | +1,236.7% | -956.2% | +60.5% |
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 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