+127.0%
CHRW vs CASY
+551.3%
-424.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.8% |
| 7D | +0.2% | +3.6% | -3.4% | -0.4% |
| 30D | -9.4% | +7.2% | -16.6% | -10.4% |
| 3M | -13.3% | -16.9% | +3.7% | -10.9% |
| 6M | -24.2% | -19.3% | -4.8% | -22.0% |
| YTD | -18.9% | +25.6% | -44.5% | -23.7% |
| 1Y | -12.4% | +30.2% | -42.5% | -18.4% |
| 3Y | +72.2% | +154.9% | -82.6% | +34.8% |
| 5Y | +53.4% | +252.1% | -198.7% | +9.8% |
| 10Y | +127.0% | +535.8% | -408.9% | +42.8% |
| All | +127.0% | +551.3% | -424.4% | +42.8% |
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