+10,361.2%
CHD vs CASY
+36,294.0%
-25,932.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 3M | +5.0% | -0.6% | +5.7% | +4.6% |
| 6M | -3.2% | +10.7% | -13.9% | -5.2% |
| YTD | +18.6% | +37.1% | -18.5% | +12.8% |
| 1Y | +4.8% | +52.3% | -47.5% | -1.8% |
| 3Y | +6.1% | +215.2% | -209.1% | -11.0% |
| 5Y | +24.0% | +276.5% | -252.5% | +1.0% |
| 10Y | +124.5% | +508.4% | -383.9% | +68.9% |
| All | +10,361.2% | +36,294.0% | -25,932.8% | +4,783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling