+25,808.1%
CAT vs CASY
+36,294.0%
-10,485.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -13.3% | -0.6% | -12.6% | -14.3% |
| 6M | +11.6% | +10.7% | +0.9% | +7.5% |
| YTD | +42.9% | +37.1% | +5.8% | +30.8% |
| 1Y | +95.4% | +52.3% | +43.1% | +73.8% |
| 3Y | +196.6% | +215.2% | -18.6% | +117.8% |
| 5Y | +321.7% | +276.5% | +45.2% | +194.0% |
| 10Y | +1,140.8% | +508.4% | +632.4% | +659.4% |
| All | +25,808.1% | +36,294.0% | -10,485.9% | +7,154.8% |
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 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