+38.7%
CTSH vs CASY
+539.5%
-500.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +1.8% | +5.0% | -3.1% | +0.4% |
| 30D | +9.8% | +8.2% | +1.6% | +7.3% |
| 3M | +12.1% | -18.2% | +30.3% | +18.1% |
| 6M | +27.4% | -18.6% | +46.0% | +33.0% |
| YTD | -20.3% | +26.8% | -47.1% | -29.2% |
| 1Y | -8.8% | +31.6% | -40.4% | -20.2% |
| 3Y | +4.0% | +156.5% | -152.5% | -31.4% |
| 5Y | -12.2% | +258.6% | -270.8% | -50.8% |
| 10Y | +38.7% | +550.3% | -511.5% | -38.3% |
| All | +38.7% | +539.5% | -500.8% | -38.3% |
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