+5.8%
CHD vs CASY
+220.7%
-214.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -4.6% | -11.3% | +6.7% | -3.9% |
| 3M | +5.0% | -0.6% | +5.7% | +4.6% |
| 6M | -3.2% | +10.7% | -13.9% | -4.8% |
| YTD | +18.6% | +37.1% | -18.5% | +14.5% |
| 1Y | +4.8% | +52.3% | -47.5% | +0.1% |
| All | +5.8% | +220.7% | -214.9% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling