+32.2%
SPG vs CASY
+32.0%
+0.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +4.9% | +1.1% | +3.8% | +4.8% |
| 30D | +15.6% | +8.7% | +6.9% | +15.1% |
| 3M | +4.1% | -17.3% | +21.4% | +4.8% |
| 6M | +13.6% | -19.7% | +33.3% | +14.8% |
| YTD | +27.5% | +24.8% | +2.7% | +24.8% |
| 1Y | +32.2% | +31.9% | +0.3% | +26.8% |
| All | +32.2% | +32.0% | +0.2% | +26.8% |
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 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