+24.9%
CTVA vs CASY
+31.3%
-6.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +2.4% | +5.0% | -2.5% | +2.1% |
| 30D | -8.1% | +8.2% | -16.3% | -8.6% |
| 3M | +6.3% | -18.2% | +24.5% | +7.2% |
| 6M | +0.4% | -18.6% | +19.0% | +2.4% |
| YTD | +21.8% | +26.8% | -5.0% | +17.0% |
| 1Y | +24.9% | +31.6% | -6.7% | +18.8% |
| All | +24.9% | +31.3% | -6.4% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling