+166.0%
CAT vs CASY
+155.2%
+10.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.6% | +7.1% |
| 7D | -2.4% | +3.6% | -6.0% | -2.8% |
| 30D | -25.0% | +7.2% | -32.2% | -25.6% |
| 3M | -28.7% | -16.9% | -11.8% | -27.1% |
| 6M | -33.0% | -19.3% | -13.7% | -30.9% |
| YTD | +5.4% | +25.6% | -20.2% | -0.9% |
| 1Y | +7.3% | +30.2% | -22.9% | 0.0% |
| 3Y | +166.0% | +154.9% | +11.2% | +119.7% |
| All | +166.0% | +155.2% | +10.8% | +119.7% |
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