-14.6%
CDW vs CASY
+162.5%
-177.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +2.1% |
| 7D | +2.6% | +5.8% | -3.3% | +2.2% |
| 30D | +20.4% | +10.7% | +9.7% | +19.6% |
| 3M | +28.5% | -13.9% | +42.3% | +29.5% |
| 6M | +70.6% | -18.4% | +89.0% | +74.1% |
| YTD | +29.1% | +29.6% | -0.5% | +21.1% |
| 1Y | +23.8% | +32.8% | -9.0% | +15.4% |
| All | -14.6% | +162.5% | -177.1% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling