+28.5%
CNH vs CASY
+31.3%
-2.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.3% |
| 7D | +4.5% | +5.0% | -0.5% | +4.8% |
| 30D | +7.6% | +8.2% | -0.5% | +8.1% |
| 3M | +17.0% | -18.2% | +35.2% | +17.1% |
| 6M | +12.9% | -18.6% | +31.5% | +17.4% |
| YTD | +34.3% | +26.8% | +7.5% | +30.0% |
| 1Y | +28.5% | +31.6% | -3.1% | +23.2% |
| All | +28.5% | +31.3% | -2.8% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling