+84.6%
SPYG vs CASY
+274.3%
-189.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.1% |
| 7D | +1.2% | -4.4% | +5.6% | +2.1% |
| 30D | -1.6% | -12.0% | +10.5% | +0.9% |
| 3M | +3.4% | -2.3% | +5.7% | +2.4% |
| 6M | +18.9% | +10.5% | +8.4% | +13.5% |
| YTD | +13.8% | +33.0% | -19.2% | +3.0% |
| 1Y | +20.6% | +41.1% | -20.5% | +6.9% |
| 3Y | +100.5% | +207.5% | -107.0% | +35.0% |
| 5Y | +84.6% | +290.7% | -206.1% | +9.2% |
| All | +84.6% | +274.3% | -189.7% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling