CAS Investment Partners, LLC 13F holdings and portfolio analysis

ReadyClifford Sosin · CAS Investment Partners

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Baseline

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Baselinetested
Strategy Q&A reference3 reference Q&A

Pre-generated Q&A about this fund. Use as reference context for your own analysis.

baseline13FChat AI
Which holdings or sectors dominate the baseline risk profile?

Concentration is the first item to inspect: top 5 100.00%, top 10 100.00%, top 20 100.00%. The largest names are CVNA (Carvana Co.) 83.25%, HGV (Hilton Grand Vacations Inc.) 10.18%, COF (Capital One Financial Corporation) 6.05%, CDLX (Cardlytics, Inc.) 0.26%, and SWIM (Latham Group, Inc.) 0.26%, and the largest sector exposures are Consumer Discretionary 93.69%, Financials 6.05%, and Communication Services 0.26%. If those exposures reverse, baseline performance can diverge sharply from a broad index.

Show the top holdings, sector weights, and concentration metrics for the latest disclosed period.
baseline13FChat AI
Which recent periods best explain the baseline risk-return trade-off?

The strongest recent period was 2023-12-31 (52.59% strategy return, 4.96% benchmark, 47.63% excess, 9.68% turnover), while the weakest was 2025-12-31 (-66.85% strategy return, 9.57% benchmark, -76.42% excess, 1.25% turnover). Those periods should be read alongside baseline metrics of return 11.98%, alpha 10.43%, beta 0.93, Sharpe 0.53, Sortino 0.57, and max drawdown -74.71% to judge whether returns came from persistent exposure or a narrow timing window.

Show the worst drawdown windows and the top holdings active during those periods.
baseline13FChat AI
What does directly following CAS Investment Partners, LLC expose an investor to as of 2026-03-31?

The baseline is a direct read-through of the disclosed 13F manager portfolio. It is led by CVNA (Carvana Co.) 83.25%, HGV (Hilton Grand Vacations Inc.) 10.18%, and COF (Capital One Financial Corporation) 6.05%, with sector exposure of Consumer Discretionary 93.69%, Financials 6.05%, and Communication Services 0.26%. The baseline metrics show return 11.98%, alpha 10.43%, beta 0.93, Sharpe 0.53, Sortino 0.57, and max drawdown -74.71%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.

Compare the baseline holdings with the benchmark sector weights and identify the largest active risks.
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