+76.0%
CTAS vs CASY
+154.1%
-78.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +12.8% | +8.7% | +4.1% | +11.6% |
| 3M | +10.3% | -17.3% | +27.6% | +12.8% |
| 6M | +32.0% | -19.7% | +51.7% | +35.4% |
| YTD | +19.1% | +24.8% | -5.7% | +11.6% |
| 1Y | +21.5% | +31.9% | -10.4% | +12.3% |
| 3Y | +76.0% | +155.4% | -79.3% | +37.3% |
| All | +76.0% | +154.1% | -78.0% | +37.3% |
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