+283.8%
CDW vs CASY
+505.6%
-221.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +9.3% | -11.3% | +20.6% | +12.8% |
| 3M | +9.8% | -0.6% | +10.4% | +8.1% |
| 6M | +23.3% | +10.7% | +12.6% | +16.2% |
| YTD | +13.7% | +37.1% | -23.5% | -0.9% |
| 1Y | -6.5% | +52.3% | -58.8% | -21.9% |
| 3Y | -25.2% | +215.2% | -240.4% | -54.4% |
| 5Y | -19.5% | +276.5% | -296.0% | -55.1% |
| All | +283.8% | +505.6% | -221.8% | +70.8% |
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 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