+55.6%
CSGP vs CASY
+550.0%
-494.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | -6.1% | +2.5% | -8.6% | -6.7% |
| 30D | +0.3% | +10.2% | -9.9% | -2.1% |
| 3M | -1.3% | -15.7% | +14.4% | +3.1% |
| 6M | -8.9% | -18.4% | +9.4% | -4.8% |
| YTD | -55.2% | +28.3% | -83.5% | -59.6% |
| 1Y | -56.4% | +32.6% | -88.9% | -61.1% |
| 3Y | -62.2% | +159.5% | -221.7% | -73.6% |
| 5Y | -63.7% | +263.9% | -327.6% | -77.7% |
| All | +55.6% | +550.0% | -494.4% | -19.9% |
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