+17,150.5%
CAH vs CASY
+34,306.4%
-17,155.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | +5.9% | +5.8% | +0.1% | +4.8% |
| 30D | +16.5% | +10.7% | +5.8% | +14.3% |
| 3M | +15.7% | -13.9% | +29.6% | +18.6% |
| 6M | +52.7% | -18.4% | +71.2% | +57.2% |
| YTD | +36.3% | +29.6% | +6.7% | +27.7% |
| 1Y | +36.7% | +32.8% | +3.9% | +27.4% |
| 3Y | +178.2% | +162.3% | +15.9% | +123.6% |
| 5Y | +515.8% | +265.0% | +250.7% | +359.8% |
| 10Y | +411.8% | +555.4% | -143.5% | +238.3% |
| All | +17,150.5% | +34,306.4% | -17,155.9% | +5,979.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling