+113.9%
CNH vs CASY
+565.2%
-451.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.2% |
| 7D | +6.7% | +5.8% | +0.8% | +4.7% |
| 30D | +7.2% | +10.7% | -3.5% | +3.6% |
| 3M | +17.5% | -13.9% | +31.4% | +22.2% |
| 6M | +15.0% | -18.4% | +33.4% | +19.9% |
| YTD | +36.8% | +29.6% | +7.1% | +19.3% |
| 1Y | +27.6% | +32.8% | -5.2% | +9.9% |
| 3Y | +34.3% | +162.3% | -127.9% | -16.2% |
| 5Y | -12.2% | +265.0% | -277.2% | -54.1% |
| 10Y | +113.9% | +555.4% | -441.5% | -11.7% |
| All | +113.9% | +565.2% | -451.3% | -11.7% |
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 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