-58.4%
CSGP vs CASY
+154.8%
-213.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.0% |
| 7D | +13.9% | +1.8% | +12.1% | +13.5% |
| 30D | +16.0% | +11.2% | +4.8% | +14.5% |
| 3M | +6.1% | -19.1% | +25.2% | +9.1% |
| 6M | -8.2% | -19.9% | +11.7% | -5.5% |
| YTD | -52.3% | +25.2% | -77.5% | -55.3% |
| 1Y | -54.5% | +31.6% | -86.1% | -57.9% |
| All | -58.4% | +154.8% | -213.2% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling