-36.9%
CCI vs CASY
+250.1%
-287.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | +28.4% | +8.7% | +19.7% | +26.5% |
| 3M | +20.0% | -17.3% | +37.3% | +23.5% |
| 6M | +0.8% | -19.7% | +20.5% | +3.9% |
| YTD | +3.6% | +24.8% | -21.2% | -3.1% |
| 1Y | +6.1% | +31.9% | -25.8% | -2.2% |
| 3Y | +7.2% | +155.4% | -148.2% | -17.7% |
| All | -36.9% | +250.1% | -287.1% | -57.1% |
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 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