+298.9%
CDW vs CASY
+555.0%
-256.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.9% |
| 7D | +9.3% | +3.6% | +5.8% | +8.3% |
| 30D | +14.4% | +9.1% | +5.3% | +11.5% |
| 3M | +21.4% | -16.5% | +37.9% | +27.0% |
| 6M | +72.8% | -19.7% | +92.5% | +81.0% |
| YTD | +28.0% | +29.3% | -1.2% | +12.9% |
| 1Y | +19.3% | +33.1% | -13.8% | +3.9% |
| 3Y | -15.3% | +158.5% | -173.8% | -44.6% |
| 5Y | -3.8% | +266.7% | -270.5% | -46.6% |
| All | +298.9% | +555.0% | -256.1% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling