+73.3%
CSGP vs CASY
+555.0%
-481.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.2% |
| 7D | +13.9% | +1.8% | +12.1% | +13.3% |
| 30D | +16.0% | +11.2% | +4.8% | +13.0% |
| 3M | +6.1% | -19.1% | +25.2% | +12.1% |
| 6M | -8.2% | -19.9% | +11.7% | -3.5% |
| YTD | -52.3% | +25.2% | -77.5% | -56.7% |
| 1Y | -54.5% | +31.6% | -86.1% | -59.4% |
| 3Y | -58.6% | +155.4% | -214.0% | -71.0% |
| 5Y | -61.5% | +251.5% | -313.0% | -76.2% |
| All | +73.3% | +555.0% | -481.6% | -14.4% |
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