+9.2%
CNH vs CASY
+154.1%
-144.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | -7.2% | +8.7% | -15.9% | -7.8% |
| 3M | +6.5% | -17.3% | +23.9% | +8.3% |
| 6M | +7.9% | -19.7% | +27.6% | +10.3% |
| YTD | +26.6% | +24.8% | +1.8% | +19.5% |
| 1Y | +13.8% | +31.9% | -18.1% | +6.2% |
| 3Y | +9.2% | +155.4% | -146.2% | -10.2% |
| All | +9.2% | +154.1% | -144.9% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling