+68.0%
CNH vs CASY
+1,046.3%
-978.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.1% |
| 7D | +23.3% | +0.1% | +23.2% | +23.2% |
| 30D | +33.5% | -11.3% | +44.8% | +38.1% |
| 3M | +32.7% | -0.6% | +33.4% | +30.1% |
| 6M | +22.2% | +10.7% | +11.5% | +15.5% |
| YTD | +57.7% | +37.1% | +20.6% | +38.6% |
| 1Y | +28.0% | +52.3% | -24.3% | +7.8% |
| 3Y | +11.5% | +215.2% | -203.7% | -30.1% |
| 5Y | +11.9% | +276.5% | -264.6% | -35.5% |
| 10Y | +162.8% | +508.4% | -345.6% | +27.9% |
| All | +68.0% | +1,046.3% | -978.3% | -28.6% |
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