+105.2%
CTVA vs CASY
+274.3%
-169.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.7% |
| 7D | -2.1% | -4.4% | +2.3% | -1.3% |
| 30D | +12.0% | -12.0% | +24.1% | +14.6% |
| 3M | +13.5% | -2.3% | +15.8% | +12.9% |
| 6M | +12.1% | +10.5% | +1.6% | +8.3% |
| YTD | +29.0% | +33.0% | -4.0% | +19.3% |
| 1Y | +18.9% | +41.1% | -22.3% | +8.2% |
| 3Y | +78.9% | +207.5% | -128.6% | +29.8% |
| 5Y | +105.2% | +290.7% | -185.5% | +35.5% |
| All | +105.2% | +274.3% | -169.1% | +35.5% |
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