+3.1%
CTSH vs CASY
+154.1%
-151.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | -0.6% | +1.1% | -1.7% | -0.7% |
| 30D | +13.4% | +8.7% | +4.7% | +12.7% |
| 3M | +14.4% | -17.3% | +31.7% | +15.3% |
| 6M | +27.7% | -19.7% | +47.5% | +29.4% |
| YTD | -20.6% | +24.8% | -45.4% | -25.1% |
| 1Y | -9.1% | +31.9% | -41.0% | -15.2% |
| 3Y | +3.1% | +155.4% | -152.3% | -13.6% |
| All | +3.1% | +154.1% | -151.0% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling