+334.0%
SPGI vs CASY
+539.5%
-205.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.6% | +5.0% | -3.4% | +0.3% |
| 30D | +16.1% | +8.2% | +7.9% | +13.7% |
| 3M | +15.5% | -18.2% | +33.6% | +20.9% |
| 6M | +19.6% | -18.6% | +38.2% | +24.3% |
| YTD | -3.6% | +26.8% | -30.4% | -12.3% |
| 1Y | +2.2% | +31.6% | -29.4% | -8.2% |
| 3Y | +30.1% | +156.5% | -126.4% | -6.8% |
| 5Y | +14.9% | +258.6% | -243.7% | -27.2% |
| 10Y | +334.0% | +550.3% | -216.3% | +130.0% |
| All | +334.0% | +539.5% | -205.5% | +130.0% |
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