+149.5%
CNH vs CASY
+549.1%
-399.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.6% | -4.5% |
| 7D | +8.8% | -4.4% | +13.2% | +10.4% |
| 30D | +24.7% | -12.0% | +36.7% | +29.9% |
| 3M | +27.3% | -2.3% | +29.7% | +25.2% |
| 6M | +23.2% | +10.5% | +12.6% | +15.4% |
| YTD | +48.9% | +33.0% | +15.9% | +30.0% |
| 1Y | +19.4% | +41.1% | -21.7% | +1.1% |
| 3Y | +7.8% | +207.5% | -199.7% | -37.0% |
| 5Y | +8.7% | +290.7% | -282.0% | -44.3% |
| 10Y | +149.5% | +556.5% | -406.9% | +4.5% |
| All | +149.5% | +549.1% | -399.5% | +4.5% |
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