+535.5%
SPYG vs CASY
+6,911.3%
-6,375.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | -1.5% | +5.8% | -7.3% | -3.0% |
| 30D | -7.2% | +10.7% | -17.9% | -9.8% |
| 3M | -4.6% | -13.9% | +9.2% | -1.6% |
| 6M | -1.2% | -18.4% | +17.2% | +2.2% |
| YTD | +9.3% | +29.6% | -20.3% | -0.9% |
| 1Y | +8.8% | +32.8% | -24.0% | -2.2% |
| 3Y | +93.3% | +162.3% | -69.0% | +41.0% |
| 5Y | +71.7% | +265.0% | -193.3% | +12.8% |
| 10Y | +399.8% | +555.4% | -155.6% | +170.5% |
| All | +535.5% | +6,911.3% | -6,375.8% | +50.7% |
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