+17,564.5%
CAT vs CASY
+33,122.1%
-15,557.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.5% | -6.9% |
| 7D | -14.5% | +1.8% | -16.3% | -14.9% |
| 30D | -35.7% | +11.2% | -46.9% | -37.5% |
| 3M | -36.3% | -19.1% | -17.2% | -33.6% |
| 6M | -38.5% | -19.9% | -18.6% | -36.5% |
| YTD | -2.5% | +25.2% | -27.7% | -9.5% |
| 1Y | -1.9% | +31.6% | -33.5% | -10.2% |
| 3Y | +139.2% | +155.4% | -16.2% | +83.9% |
| 5Y | +192.1% | +251.5% | -59.4% | +105.8% |
| 10Y | +732.3% | +558.6% | +173.6% | +399.0% |
| All | +17,564.5% | +33,122.1% | -15,557.6% | +4,919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling