+408.1%
CAH vs CASY
+539.5%
-131.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +9.4% | +5.0% | +4.5% | +8.0% |
| 30D | +16.5% | +8.2% | +8.3% | +14.0% |
| 3M | +17.0% | -18.2% | +35.1% | +22.8% |
| 6M | +51.4% | -18.6% | +70.0% | +57.8% |
| YTD | +36.0% | +26.8% | +9.2% | +23.1% |
| 1Y | +36.0% | +31.6% | +4.4% | +21.5% |
| 3Y | +177.5% | +156.5% | +21.0% | +92.8% |
| 5Y | +509.2% | +258.6% | +250.5% | +265.3% |
| 10Y | +408.1% | +550.3% | -142.1% | +145.2% |
| All | +408.1% | +539.5% | -131.4% | +145.2% |
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