+191.7%
CHD vs CASY
+565.2%
-373.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | 0.0% | +5.8% | -5.8% | -1.0% |
| 30D | +12.2% | +10.7% | +1.5% | +10.2% |
| 3M | +9.3% | -13.9% | +23.2% | +11.8% |
| 6M | +24.3% | -18.4% | +42.7% | +27.7% |
| YTD | +34.9% | +29.6% | +5.2% | +26.2% |
| 1Y | +32.7% | +32.8% | -0.1% | +23.4% |
| 3Y | +29.4% | +162.3% | -132.8% | +2.7% |
| 5Y | +31.7% | +265.0% | -233.3% | -4.3% |
| 10Y | +191.7% | +555.4% | -363.7% | +85.3% |
| All | +191.7% | +565.2% | -373.5% | +85.3% |
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