+153.4%
HYG vs CASY
+3,279.2%
-3,125.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | 0.0% | -4.4% | +4.4% | +0.5% |
| 30D | -0.1% | -12.0% | +12.0% | +1.3% |
| 3M | +1.0% | -2.3% | +3.3% | +0.8% |
| 6M | +2.3% | +10.5% | -8.2% | +0.6% |
| YTD | +2.1% | +33.0% | -30.9% | -1.8% |
| 1Y | +3.8% | +41.1% | -37.3% | -1.0% |
| 3Y | +26.7% | +207.5% | -180.8% | +9.1% |
| 5Y | +19.3% | +290.7% | -271.5% | -0.9% |
| 10Y | +55.3% | +556.5% | -501.2% | +18.9% |
| All | +153.4% | +3,279.2% | -3,125.8% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling