+122.7%
CHRW vs CASY
+539.5%
-416.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -3.4% | +5.0% | -8.4% | -4.2% |
| 30D | -9.4% | +8.2% | -17.5% | -10.5% |
| 3M | -12.6% | -18.2% | +5.5% | -10.0% |
| 6M | -24.2% | -18.6% | -5.6% | -22.1% |
| YTD | -18.9% | +26.8% | -45.7% | -23.9% |
| 1Y | -13.7% | +31.6% | -45.3% | -19.8% |
| 3Y | +72.6% | +156.5% | -83.9% | +34.9% |
| 5Y | +55.6% | +258.6% | -203.1% | +10.9% |
| 10Y | +122.7% | +550.3% | -427.5% | +39.2% |
| All | +122.7% | +539.5% | -416.7% | +39.2% |
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