-9.3%
CDW vs CASY
+250.1%
-259.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +14.7% | +8.7% | +6.1% | +13.1% |
| 3M | +11.1% | -17.3% | +28.4% | +14.3% |
| 6M | +45.6% | -19.7% | +65.3% | +50.3% |
| YTD | +17.1% | +24.8% | -7.7% | +6.9% |
| 1Y | +13.2% | +31.9% | -18.7% | +1.4% |
| 3Y | -22.2% | +155.4% | -177.6% | -45.6% |
| All | -9.3% | +250.1% | -259.4% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling