+2.9%
HYG vs CASY
+14.3%
-11.4%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -0.7% | -18.6% | +17.9% | -0.5% |
| 30D | -0.7% | -26.6% | +25.9% | -0.5% |
| 3M | -0.2% | -32.8% | +32.6% | +0.2% |
| 6M | +1.4% | -10.0% | +11.5% | +0.9% |
| YTD | +1.5% | +11.6% | -10.2% | +0.7% |
| 1Y | +2.9% | +11.5% | -8.6% | +2.1% |
| All | +2.9% | +14.3% | -11.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling