+34.8%
CNH vs CASY
+943.5%
-908.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | -1.7% | +1.1% | -2.8% | -2.1% |
| 30D | -7.2% | +8.7% | -15.9% | -9.6% |
| 3M | +6.5% | -17.3% | +23.9% | +11.6% |
| 6M | +7.9% | -19.7% | +27.6% | +12.4% |
| YTD | +26.6% | +24.8% | +1.8% | +13.5% |
| 1Y | +13.8% | +31.9% | -18.1% | -0.3% |
| 3Y | +9.2% | +155.4% | -146.2% | -26.8% |
| 5Y | -15.6% | +250.6% | -266.2% | -50.7% |
| 10Y | +119.2% | +556.8% | -437.6% | +6.0% |
| All | +34.8% | +943.5% | -908.6% | -41.6% |
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