+13,845.6%
SPGI vs CASY
+36,294.0%
-22,448.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +8.4% | -11.3% | +19.8% | +11.1% |
| 3M | +11.8% | -0.6% | +12.5% | +11.0% |
| 6M | +5.7% | +10.7% | -5.0% | +2.1% |
| YTD | -9.7% | +37.1% | -46.8% | -16.8% |
| 1Y | -12.5% | +52.3% | -64.8% | -21.4% |
| 3Y | +21.8% | +215.2% | -193.4% | -8.1% |
| 5Y | +8.2% | +276.5% | -268.3% | -22.0% |
| 10Y | +309.5% | +508.4% | -198.8% | +160.1% |
| All | +13,845.6% | +36,294.0% | -22,448.4% | +4,796.2% |
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