+62.5%
VUG vs CASY
+266.7%
-204.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.5% | +3.6% | -1.0% | +1.8% |
| 30D | -6.3% | +9.1% | -15.3% | -7.9% |
| 3M | -6.0% | -16.5% | +10.5% | -2.9% |
| 6M | -3.5% | -19.7% | +16.2% | +0.2% |
| YTD | +3.9% | +29.3% | -25.3% | -5.9% |
| 1Y | +5.1% | +33.1% | -28.0% | -5.9% |
| 3Y | +77.9% | +158.5% | -80.7% | +26.2% |
| All | +62.5% | +266.7% | -204.2% | -5.0% |
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