+193.1%
CHD vs CASY
+539.5%
-346.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +2.4% | +5.0% | -2.6% | +1.5% |
| 30D | +13.9% | +8.2% | +5.7% | +12.3% |
| 3M | +8.5% | -18.2% | +26.7% | +12.0% |
| 6M | +20.4% | -18.6% | +39.0% | +23.6% |
| YTD | +34.5% | +26.8% | +7.7% | +26.4% |
| 1Y | +33.8% | +31.6% | +2.2% | +24.6% |
| 3Y | +29.1% | +156.5% | -127.4% | +2.8% |
| 5Y | +31.2% | +258.6% | -227.4% | -4.3% |
| 10Y | +193.1% | +550.3% | -357.1% | +85.1% |
| All | +193.1% | +539.5% | -346.3% | +85.1% |
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