+5,887.0%
CDNS vs CASY
+36,294.0%
-30,407.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -14.0% | +0.1% | -14.1% | -14.1% |
| 30D | -13.2% | -11.3% | -1.8% | -10.7% |
| 3M | -28.9% | -0.6% | -28.3% | -29.8% |
| 6M | -4.2% | +10.7% | -14.9% | -8.4% |
| YTD | -6.4% | +37.1% | -43.5% | -15.7% |
| 1Y | -16.2% | +52.3% | -68.5% | -27.0% |
| 3Y | +20.2% | +215.2% | -195.0% | -15.3% |
| 5Y | +76.6% | +276.5% | -199.9% | +17.9% |
| 10Y | +1,029.7% | +508.4% | +521.3% | +540.8% |
| All | +5,887.0% | +36,294.0% | -30,407.0% | +1,002.2% |
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 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