+18.6%
HYG vs CASY
+230.5%
-212.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.7% | -17.2% | +16.5% | +0.4% |
| 30D | -0.6% | -24.4% | +23.8% | +1.2% |
| 3M | +0.4% | -31.4% | +31.8% | +2.8% |
| 6M | +1.2% | -8.9% | +10.1% | +1.1% |
| YTD | +1.5% | +13.8% | -12.3% | -0.6% |
| 1Y | +3.2% | +17.0% | -13.8% | +0.8% |
| 3Y | +25.9% | +163.1% | -137.2% | +11.5% |
| 5Y | +18.6% | +239.0% | -220.4% | +0.6% |
| All | +18.6% | +230.5% | -212.0% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling