-38.5%
CAT vs CASY
-19.3%
-19.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.5% | -6.0% |
| 7D | -14.5% | +1.8% | -16.3% | -14.1% |
| 30D | -35.7% | +11.2% | -46.9% | -34.6% |
| 3M | -36.3% | -19.1% | -17.2% | -38.1% |
| 6M | -38.5% | -19.9% | -18.6% | -34.8% |
| All | -38.5% | -19.3% | -19.2% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling