+26,411.8%
CTAS vs CASY
+33,946.0%
-7,534.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | +0.5% | +2.5% | -2.0% | -0.2% |
| 30D | +10.2% | +10.2% | 0.0% | +7.4% |
| 3M | +12.1% | -15.7% | +27.8% | +16.5% |
| 6M | +38.3% | -18.4% | +56.6% | +43.6% |
| YTD | +21.9% | +28.3% | -6.4% | +11.4% |
| 1Y | +24.0% | +32.6% | -8.5% | +12.2% |
| 3Y | +75.1% | +159.5% | -84.4% | +29.4% |
| 5Y | +116.9% | +263.9% | -147.0% | +45.0% |
| 10Y | +821.3% | +548.5% | +272.8% | +421.7% |
| All | +26,411.8% | +33,946.0% | -7,534.2% | +6,419.0% |
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