+173.3%
CNC vs CASY
+556.9%
-383.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | -7.3% | +5.8% | -13.1% | -8.7% |
| 30D | +5.2% | +10.7% | -5.5% | +2.3% |
| 3M | +8.6% | -13.9% | +22.5% | +12.4% |
| 6M | +25.1% | -18.4% | +43.5% | +30.3% |
| YTD | +71.3% | +29.6% | +41.6% | +52.6% |
| 1Y | +99.3% | +32.8% | +66.5% | +75.8% |
| 3Y | -1.9% | +162.3% | -164.2% | -33.3% |
| 5Y | -6.4% | +265.0% | -271.4% | -44.8% |
| All | +173.3% | +556.9% | -383.5% | +34.2% |
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