+62.8%
VIG vs CASY
+234.8%
-172.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | +2.0% |
| 7D | -1.2% | -16.5% | +15.4% | +1.8% |
| 30D | -2.8% | -26.4% | +23.6% | +2.4% |
| 3M | +2.5% | -17.3% | +19.8% | +4.8% |
| 6M | +8.1% | -5.2% | +13.3% | +6.7% |
| YTD | +9.6% | +14.1% | -4.5% | +3.4% |
| 1Y | +14.2% | +16.6% | -2.5% | +6.9% |
| 3Y | +56.1% | +163.7% | -107.6% | +14.6% |
| 5Y | +62.8% | +231.3% | -168.5% | +8.0% |
| All | +62.8% | +234.8% | -172.0% | +8.0% |
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 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