+55.2%
HYG vs CASY
+453.5%
-398.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -0.7% | -18.6% | +17.9% | +1.2% |
| 30D | -0.7% | -26.6% | +25.9% | +2.1% |
| 3M | -0.2% | -32.8% | +32.6% | +3.5% |
| 6M | +1.4% | -10.0% | +11.5% | +1.7% |
| YTD | +1.5% | +11.6% | -10.2% | -0.7% |
| 1Y | +2.9% | +11.5% | -8.6% | +0.6% |
| 3Y | +25.6% | +160.7% | -135.0% | +9.7% |
| 5Y | +18.6% | +232.4% | -213.9% | -0.4% |
| All | +55.2% | +453.5% | -398.3% | +21.8% |
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