+206.2%
CTVA vs CASY
+446.9%
-240.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +2.4% | +5.0% | -2.5% | +1.1% |
| 30D | -8.1% | +8.2% | -16.3% | -10.1% |
| 3M | +6.3% | -18.2% | +24.5% | +11.7% |
| 6M | +0.4% | -18.6% | +19.0% | +4.8% |
| YTD | +21.8% | +26.8% | -5.0% | +10.0% |
| 1Y | +24.9% | +31.6% | -6.7% | +11.3% |
| 3Y | +92.3% | +156.5% | -64.2% | +32.3% |
| 5Y | +78.9% | +258.6% | -179.7% | +5.9% |
| All | +206.2% | +446.9% | -240.7% | +56.4% |
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