-15.3%
CTSH vs CASY
+261.5%
-276.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | -4.2% | +2.5% | -6.7% | -4.6% |
| 30D | +3.9% | +10.2% | -6.3% | +2.4% |
| 3M | +10.2% | -15.7% | +25.9% | +12.5% |
| 6M | +35.3% | -18.4% | +53.7% | +38.7% |
| YTD | -21.8% | +28.3% | -50.1% | -28.1% |
| 1Y | -12.1% | +32.6% | -44.7% | -19.9% |
| 3Y | +2.0% | +159.5% | -157.5% | -23.8% |
| 5Y | -15.3% | +263.9% | -279.2% | -44.8% |
| All | -15.3% | +261.5% | -276.8% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling