+4,797.0%
CNC vs CASY
+6,108.9%
-1,311.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +4.0% | +5.0% | -1.0% | +2.5% |
| 30D | +7.4% | +8.2% | -0.8% | +4.8% |
| 3M | +5.4% | -18.2% | +23.6% | +11.4% |
| 6M | +25.4% | -18.6% | +44.0% | +30.9% |
| YTD | +70.6% | +26.8% | +43.8% | +53.0% |
| 1Y | +104.9% | +31.6% | +73.3% | +81.2% |
| 3Y | -2.3% | +156.5% | -158.9% | -32.3% |
| 5Y | -6.5% | +258.6% | -265.1% | -43.0% |
| 10Y | +153.3% | +550.3% | -397.0% | +22.3% |
| All | +4,797.0% | +6,108.9% | -1,311.9% | +824.2% |
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 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