-57.7%
CSGP vs CASY
+149.3%
-207.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.8% |
| 7D | +18.3% | +0.8% | +17.5% | +18.1% |
| 30D | +17.8% | +9.4% | +8.4% | +16.6% |
| 3M | +9.3% | -20.6% | +29.8% | +12.8% |
| 6M | -7.9% | -20.7% | +12.8% | -5.1% |
| YTD | -51.5% | +22.5% | -74.1% | -54.3% |
| 1Y | -53.3% | +29.5% | -82.8% | -56.7% |
| All | -57.7% | +149.3% | -207.0% | -65.7% |
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