+201.5%
CAT vs CASY
+215.7%
-14.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -6.6% | -11.3% | +4.8% | -5.1% |
| 3M | -13.3% | -0.6% | -12.6% | -14.1% |
| 6M | +11.6% | +10.7% | +0.9% | +8.4% |
| YTD | +42.9% | +37.1% | +5.8% | +33.6% |
| 1Y | +95.4% | +52.3% | +43.1% | +78.3% |
| All | +201.5% | +215.7% | -14.3% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling