+23,259.7%
CTAS vs CASY
+36,294.0%
-13,034.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -0.2% | -11.3% | +11.1% | +2.9% |
| 3M | +11.7% | -0.6% | +12.3% | +10.7% |
| 6M | +0.7% | +10.7% | -10.0% | -3.5% |
| YTD | +7.4% | +37.1% | -29.7% | -3.0% |
| 1Y | -2.1% | +52.3% | -54.4% | -14.4% |
| 3Y | +62.9% | +215.2% | -152.3% | +14.6% |
| 5Y | +111.9% | +276.5% | -164.6% | +40.9% |
| 10Y | +652.2% | +508.4% | +143.8% | +333.9% |
| All | +23,259.7% | +36,294.0% | -13,034.3% | +5,573.5% |
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