+5,805.1%
SPG vs CASY
+16,671.6%
-10,866.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | +15.6% | +8.7% | +6.9% | +12.8% |
| 3M | +4.1% | -17.3% | +21.4% | +9.2% |
| 6M | +13.6% | -19.7% | +33.3% | +18.8% |
| YTD | +27.5% | +24.8% | +2.7% | +16.7% |
| 1Y | +32.2% | +31.9% | +0.3% | +18.9% |
| 3Y | +126.0% | +155.4% | -29.4% | +63.9% |
| 5Y | +74.7% | +250.6% | -175.8% | +14.0% |
| 10Y | +112.8% | +556.8% | -444.0% | +15.9% |
| All | +5,805.1% | +16,671.6% | -10,866.6% | +1,680.2% |
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