+524.9%
SPYG vs CASY
+6,757.8%
-6,233.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | -1.9% | +5.0% | -6.9% | -3.2% |
| 30D | -9.2% | +8.2% | -17.3% | -11.2% |
| 3M | -6.8% | -18.2% | +11.4% | -2.5% |
| 6M | -2.6% | -18.6% | +16.0% | +0.8% |
| YTD | +7.5% | +26.8% | -19.3% | -2.0% |
| 1Y | +6.7% | +31.6% | -24.9% | -3.9% |
| 3Y | +90.1% | +156.5% | -66.4% | +39.4% |
| 5Y | +69.2% | +258.6% | -189.4% | +11.7% |
| 10Y | +391.9% | +550.3% | -158.4% | +166.8% |
| All | +524.9% | +6,757.8% | -6,233.0% | +49.0% |
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 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