+68.5%
SPYG vs CASY
+253.8%
-185.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | 0.0% | +3.6% | -3.6% | -0.7% |
| 30D | -8.4% | +7.2% | -15.6% | -9.7% |
| 3M | -6.2% | -16.9% | +10.7% | -3.2% |
| 6M | -1.8% | -19.3% | +17.6% | +1.6% |
| YTD | +8.4% | +25.6% | -17.3% | -1.2% |
| 1Y | +10.1% | +30.2% | -20.1% | -1.0% |
| 3Y | +94.9% | +154.9% | -59.9% | +38.8% |
| 5Y | +68.5% | +252.1% | -183.7% | +0.1% |
| All | +68.5% | +253.8% | -185.3% | +0.1% |
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