+8.9%
CAT vs CASY
+32.1%
-23.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.7% | -5.2% |
| 7D | -17.1% | +0.8% | -17.9% | -17.1% |
| 30D | -30.1% | +9.4% | -39.5% | -30.2% |
| 3M | -32.4% | -20.6% | -11.8% | -31.8% |
| 6M | -32.1% | -20.7% | -11.4% | -28.7% |
| YTD | +4.1% | +22.5% | -18.4% | +1.3% |
| 1Y | +8.9% | +29.5% | -20.6% | +6.4% |
| All | +8.9% | +32.1% | -23.2% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling