-4.2%
CTVA vs CASY
+32.9%
-37.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | -20.8% | +3.6% | -24.3% | -20.9% |
| 30D | -29.6% | +9.1% | -38.7% | -30.0% |
| 3M | -16.9% | -16.5% | -0.4% | -16.2% |
| 6M | -24.3% | -19.7% | -4.6% | -22.4% |
| YTD | -5.6% | +29.3% | -34.9% | -9.7% |
| 1Y | -4.2% | +33.1% | -37.3% | -9.1% |
| All | -4.2% | +32.9% | -37.0% | -9.1% |
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