+302.3%
CAH vs CASY
+468.0%
-165.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.2% | +14.0% | +3.7% |
| 7D | -2.2% | -16.5% | +14.3% | +2.3% |
| 30D | +1.2% | -26.4% | +27.6% | +9.5% |
| 3M | +13.1% | -17.3% | +30.4% | +17.3% |
| 6M | +8.5% | -5.2% | +13.7% | +7.3% |
| YTD | +17.6% | +14.1% | +3.5% | +9.7% |
| 1Y | +60.7% | +16.6% | +44.0% | +48.4% |
| 3Y | +183.2% | +163.7% | +19.5% | +92.1% |
| 5Y | +402.2% | +231.3% | +170.9% | +207.0% |
| 10Y | +302.3% | +462.9% | -160.6% | +101.2% |
| All | +302.3% | +468.0% | -165.7% | +101.2% |
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