+31.7%
SPGI vs CASY
+154.1%
-122.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | +18.4% | +8.7% | +9.7% | +17.1% |
| 3M | +15.7% | -17.3% | +33.0% | +18.0% |
| 6M | +17.3% | -19.7% | +37.0% | +19.9% |
| YTD | -4.7% | +24.8% | -29.6% | -10.4% |
| 1Y | +1.8% | +31.9% | -30.1% | -5.4% |
| 3Y | +31.7% | +155.4% | -123.7% | +9.4% |
| All | +31.7% | +154.1% | -122.4% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling