+65.2%
CSGP vs CASY
+553.2%
-488.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.6% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +10.7% | +8.7% | +2.0% | +8.5% |
| 3M | +3.3% | -17.3% | +20.6% | +8.5% |
| 6M | -10.3% | -19.7% | +9.4% | -5.9% |
| YTD | -54.6% | +24.8% | -79.4% | -58.7% |
| 1Y | -54.6% | +31.9% | -86.5% | -59.6% |
| 3Y | -60.3% | +155.4% | -215.7% | -72.2% |
| 5Y | -63.3% | +250.6% | -313.9% | -77.3% |
| All | +65.2% | +553.2% | -488.0% | -18.4% |
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 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