+34.8%
CTSH vs CASY
+555.0%
-520.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.1% | +3.6% | -5.7% | -3.2% |
| 30D | +1.4% | +9.1% | -7.7% | -1.1% |
| 3M | +7.5% | -16.5% | +24.0% | +12.6% |
| 6M | +39.6% | -19.7% | +59.3% | +46.5% |
| YTD | -22.3% | +29.3% | -51.6% | -31.4% |
| 1Y | -12.0% | +33.1% | -45.1% | -23.2% |
| 3Y | +1.8% | +158.5% | -156.7% | -33.0% |
| 5Y | -15.8% | +266.7% | -282.5% | -53.2% |
| All | +34.8% | +555.0% | -520.2% | -39.3% |
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