+44.1%
CSGP vs CASY
+505.6%
-461.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.1% | +0.1% | -4.1% | -4.1% |
| 30D | +2.3% | -11.3% | +13.7% | +5.7% |
| 3M | -8.2% | -0.6% | -7.5% | -9.0% |
| 6M | -35.1% | +10.7% | -45.8% | -38.1% |
| YTD | -54.0% | +37.1% | -91.2% | -59.1% |
| 1Y | -65.3% | +52.3% | -117.6% | -70.3% |
| 3Y | -62.6% | +215.2% | -277.8% | -75.4% |
| 5Y | -64.8% | +276.5% | -341.3% | -78.5% |
| All | +44.1% | +505.6% | -461.5% | -27.1% |
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