+101.8%
SPYG vs CASY
+220.7%
-118.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -0.4% | -11.3% | +10.9% | +0.8% |
| 3M | +0.5% | -0.6% | +1.2% | -0.2% |
| 6M | +17.5% | +10.7% | +6.7% | +14.0% |
| YTD | +14.3% | +37.1% | -22.8% | +6.5% |
| 1Y | +21.7% | +52.3% | -30.6% | +10.5% |
| All | +101.8% | +220.7% | -118.9% | +67.0% |
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 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