+183.3%
CAT vs CASY
+250.1%
-66.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -10.3% | +1.1% | -11.4% | -10.5% |
| 30D | -31.2% | +8.7% | -39.9% | -32.2% |
| 3M | -34.7% | -17.3% | -17.3% | -32.7% |
| 6M | -39.5% | -19.7% | -19.7% | -37.5% |
| YTD | -1.7% | +24.8% | -26.5% | -8.5% |
| 1Y | -1.1% | +31.9% | -33.0% | -9.4% |
| 3Y | +143.9% | +155.4% | -11.5% | +86.4% |
| All | +183.3% | +250.1% | -66.9% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling