+128.6%
CHD vs CASY
+468.0%
-339.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.2% | +12.8% | +1.1% |
| 7D | -4.2% | -16.5% | +12.4% | -1.2% |
| 30D | -7.6% | -26.4% | +18.8% | -2.6% |
| 3M | -1.6% | -17.3% | +15.7% | +0.8% |
| 6M | -6.3% | -5.2% | -1.1% | -6.9% |
| YTD | +14.6% | +14.1% | +0.5% | +9.6% |
| 1Y | +1.6% | +16.6% | -15.0% | -3.4% |
| 3Y | +3.1% | +163.7% | -160.6% | -19.4% |
| 5Y | +21.1% | +231.3% | -210.2% | -11.2% |
| 10Y | +128.6% | +462.9% | -334.3% | +47.5% |
| All | +128.6% | +468.0% | -339.4% | +47.5% |
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 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