+331.5%
CDW vs CASY
+539.5%
-208.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +13.1% | +5.0% | +8.1% | +11.5% |
| 30D | +19.1% | +8.2% | +10.9% | +16.4% |
| 3M | +24.7% | -18.2% | +42.9% | +31.2% |
| 6M | +63.4% | -18.6% | +81.9% | +70.1% |
| YTD | +26.3% | +26.8% | -0.5% | +11.9% |
| 1Y | +20.6% | +31.6% | -11.0% | +5.1% |
| 3Y | -16.3% | +156.5% | -172.8% | -45.4% |
| 5Y | -3.9% | +258.6% | -262.6% | -46.6% |
| 10Y | +331.5% | +550.3% | -218.8% | +88.1% |
| All | +331.5% | +539.5% | -208.0% | +88.1% |
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