-7.6%
CTSH vs CASY
+32.1%
-39.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.6% | +3.1% |
| 7D | -0.9% | +0.8% | -1.7% | -0.9% |
| 30D | +13.1% | +9.4% | +3.7% | +13.7% |
| 3M | +17.9% | -20.6% | +38.5% | +14.4% |
| 6M | +28.5% | -20.7% | +49.2% | +24.9% |
| YTD | -19.3% | +22.5% | -41.8% | -20.5% |
| 1Y | -7.6% | +29.5% | -37.1% | -11.5% |
| All | -7.6% | +32.1% | -39.8% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling