+25,810.5%
CTAS vs CASY
+33,031.0%
-7,220.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | +12.8% | +8.7% | +4.1% | +10.2% |
| 3M | +10.3% | -17.3% | +27.6% | +15.2% |
| 6M | +32.0% | -19.7% | +51.7% | +37.6% |
| YTD | +19.1% | +24.8% | -5.7% | +9.7% |
| 1Y | +21.5% | +31.9% | -10.4% | +10.0% |
| 3Y | +76.0% | +155.4% | -79.3% | +30.6% |
| 5Y | +110.9% | +250.6% | -139.7% | +42.4% |
| 10Y | +849.8% | +556.8% | +293.0% | +436.5% |
| All | +25,810.5% | +33,031.0% | -7,220.6% | +6,317.8% |
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