+564.9%
SPYG vs CASY
+7,316.3%
-6,751.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -0.4% | -11.3% | +10.9% | +2.6% |
| 3M | +0.5% | -0.6% | +1.2% | -0.7% |
| 6M | +17.5% | +10.7% | +6.7% | +12.3% |
| YTD | +14.3% | +37.1% | -22.8% | +2.8% |
| 1Y | +21.7% | +52.3% | -30.6% | +5.9% |
| 3Y | +98.6% | +215.2% | -116.6% | +38.1% |
| 5Y | +85.1% | +276.5% | -191.4% | +21.3% |
| 10Y | +412.0% | +508.4% | -96.3% | +184.1% |
| All | +564.9% | +7,316.3% | -6,751.5% | +56.3% |
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