-18.9%
CDW vs CASY
+276.6%
-295.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +9.3% | -11.3% | +20.6% | +11.4% |
| 3M | +9.8% | -0.6% | +10.4% | +8.7% |
| 6M | +23.3% | +10.7% | +12.6% | +18.0% |
| YTD | +13.7% | +37.1% | -23.5% | +2.3% |
| 1Y | -6.5% | +52.3% | -58.8% | -18.7% |
| 3Y | -25.2% | +215.2% | -240.4% | -50.8% |
| All | -18.9% | +276.6% | -295.5% | -53.2% |
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