+411.5%
CAH vs CASY
+555.0%
-143.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +3.5% | +3.6% | -0.1% | +2.5% |
| 30D | +13.5% | +9.1% | +4.4% | +10.8% |
| 3M | +21.8% | -16.5% | +38.4% | +27.3% |
| 6M | +51.5% | -19.7% | +71.2% | +58.7% |
| YTD | +38.1% | +29.3% | +8.8% | +24.4% |
| 1Y | +37.7% | +33.1% | +4.6% | +22.7% |
| 3Y | +179.6% | +158.5% | +21.1% | +94.0% |
| 5Y | +504.9% | +266.7% | +238.2% | +260.4% |
| All | +411.5% | +555.0% | -143.5% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling