+422.1%
SPYG vs CASY
+468.0%
-45.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.2% | +13.9% | +3.3% |
| 7D | +0.3% | -16.5% | +16.9% | +4.7% |
| 30D | -1.7% | -26.4% | +24.7% | +5.9% |
| 3M | +3.6% | -17.3% | +20.9% | +6.8% |
| 6M | +16.6% | -5.2% | +21.8% | +15.0% |
| YTD | +13.4% | +14.1% | -0.7% | +5.5% |
| 1Y | +19.6% | +16.6% | +3.0% | +10.1% |
| 3Y | +99.8% | +163.7% | -63.9% | +38.3% |
| 5Y | +85.0% | +231.3% | -146.4% | +17.1% |
| 10Y | +422.1% | +462.9% | -40.8% | +178.2% |
| All | +422.1% | +468.0% | -45.9% | +178.2% |
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 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