+22.6%
CTSH vs CASY
+568.7%
-546.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +12.4% | -11.3% | +23.7% | +15.9% |
| 3M | +17.4% | -0.6% | +18.0% | +15.9% |
| 6M | -3.1% | +10.7% | -13.8% | -8.5% |
| YTD | -23.6% | +37.1% | -60.7% | -33.2% |
| 1Y | -10.8% | +52.3% | -63.1% | -25.3% |
| 3Y | -8.3% | +215.2% | -223.5% | -43.3% |
| 5Y | -11.3% | +276.5% | -287.8% | -49.9% |
| All | +22.6% | +568.7% | -546.2% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling