+334.3%
SPGI vs CASY
+551.3%
-217.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -0.9% | +3.6% | -4.4% | -1.7% |
| 30D | +15.5% | +7.2% | +8.3% | +13.4% |
| 3M | +15.7% | -16.9% | +32.6% | +20.6% |
| 6M | +19.1% | -19.3% | +38.4% | +24.0% |
| YTD | -4.1% | +25.6% | -29.7% | -12.5% |
| 1Y | +1.2% | +30.2% | -29.0% | -8.8% |
| 3Y | +31.6% | +154.9% | -123.3% | -5.6% |
| 5Y | +12.4% | +252.1% | -239.7% | -28.3% |
| 10Y | +334.3% | +535.8% | -201.6% | +130.6% |
| All | +334.3% | +551.3% | -217.0% | +130.6% |
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