+695.3%
CAT vs CASY
+550.0%
+145.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.9% |
| 7D | +9.3% | +2.5% | +6.8% | +8.6% |
| 30D | -21.5% | +10.2% | -31.7% | -23.8% |
| 3M | -29.1% | -15.7% | -13.4% | -26.0% |
| 6M | -33.4% | -18.4% | -15.0% | -30.7% |
| YTD | +6.6% | +28.3% | -21.7% | -5.0% |
| 1Y | +6.5% | +32.6% | -26.0% | -6.4% |
| 3Y | +162.7% | +159.5% | +3.2% | +76.1% |
| 5Y | +214.2% | +263.9% | -49.7% | +80.8% |
| All | +695.3% | +550.0% | +145.3% | +261.1% |
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