+725.3%
CAT vs CASY
+553.2%
+172.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -10.3% | +1.1% | -11.4% | -10.6% |
| 30D | -31.2% | +8.7% | -39.9% | -33.0% |
| 3M | -34.7% | -17.3% | -17.3% | -31.5% |
| 6M | -39.5% | -19.7% | -19.7% | -36.8% |
| YTD | -1.7% | +24.8% | -26.5% | -11.7% |
| 1Y | -1.1% | +31.9% | -33.0% | -13.1% |
| 3Y | +143.9% | +155.4% | -11.5% | +64.1% |
| 5Y | +194.8% | +250.6% | -55.8% | +71.7% |
| All | +725.3% | +553.2% | +172.2% | +282.0% |
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