+350.2%
CG vs CASY
+1,368.4%
-1,018.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -5.1% | -11.3% | +6.3% | -1.6% |
| 3M | +8.7% | -0.6% | +9.3% | +7.0% |
| 6M | -9.2% | +10.7% | -19.9% | -14.1% |
| YTD | -18.9% | +37.1% | -56.0% | -28.7% |
| 1Y | -25.6% | +52.3% | -77.9% | -37.2% |
| 3Y | +57.3% | +215.2% | -157.9% | +1.6% |
| 5Y | +10.2% | +276.5% | -266.3% | -33.4% |
| 10Y | +364.2% | +508.4% | -144.1% | +140.3% |
| All | +350.2% | +1,368.4% | -1,018.2% | +85.4% |
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