case comp 3

The chart shows the growth of an initial investment of $10,000 in case comp 3, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 16, 2026, the case comp 3 returned 6.23% Year-To-Date and 28.51% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 9, 2014, case comp 3's average daily return is +0.10%, while the average monthly return is +1.98%. At this rate, an investment would double in approximately 2.9 years.

Historically, 71% of months were positive and 29% were negative. The best month was Jan 2023 with a return of +11.8%, while the worst month was Mar 2026 at -9.2%. The longest winning streak lasted 29 consecutive months, and the longest losing streak was 3 months.

On a daily basis, case comp 3 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Jan 30, 2026 at -6.8%.

case comp 3 has an annualized alpha of 19.14%, beta of 0.52, and R² of 0.37 versus S&P 500 Index. Calculated based on daily prices since July 09, 2014.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.25%) than losses (17.19%) — typical of diversified or defensive assets.
• Beta of 0.52 may look defensive, but with R² of 0.37 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.37 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

case comp 3 has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

case comp 3 ranks 42 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

case comp 3 Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 2.63
• 5-Year: 1.90
• 10-Year: 1.84
• All Time: 1.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.19 to 3.00, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of case comp 3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

case comp 3 provided a 0.07% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the case comp 3. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the case comp 3 was 22.46%, occurring on Oct 14, 2022. Recovery took 105 trading sessions.

The current case comp 3 drawdown is 7.61%.

The chart below shows the rolling one-month volatility.