+83.9%
SCHG vs CASY
+230.5%
-146.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.7% | -17.2% | +14.5% | +0.8% |
| 30D | -2.2% | -24.4% | +22.2% | +3.1% |
| 3M | +6.2% | -31.4% | +37.6% | +14.0% |
| 6M | +13.4% | -8.9% | +22.3% | +12.5% |
| YTD | +7.1% | +13.8% | -6.7% | -0.4% |
| 1Y | +12.5% | +17.0% | -4.4% | +3.5% |
| 3Y | +86.2% | +163.1% | -76.9% | +28.3% |
| 5Y | +83.9% | +239.0% | -155.1% | +10.4% |
| All | +83.9% | +230.5% | -146.6% | +10.4% |
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