+447.8%
SCHG vs CASY
+453.5%
-5.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | -1.0% | -18.6% | +17.6% | +4.0% |
| 30D | -1.3% | -26.6% | +25.4% | +6.5% |
| 3M | +5.4% | -32.8% | +38.2% | +16.1% |
| 6M | +14.4% | -10.0% | +24.4% | +14.6% |
| YTD | +8.0% | +11.6% | -3.6% | +1.1% |
| 1Y | +12.7% | +11.5% | +1.2% | +5.2% |
| 3Y | +85.6% | +160.7% | -75.1% | +28.4% |
| 5Y | +85.5% | +232.4% | -146.9% | +16.8% |
| All | +447.8% | +453.5% | -5.7% | +191.0% |
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