+1,080.4%
CCI vs CASY
+5,794.5%
-4,714.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -0.1% | +1.1% | -1.2% | -0.4% |
| 30D | +28.4% | +8.7% | +19.7% | +25.5% |
| 3M | +20.0% | -17.3% | +37.3% | +25.3% |
| 6M | +0.8% | -19.7% | +20.5% | +5.1% |
| YTD | +3.6% | +24.8% | -21.2% | -4.6% |
| 1Y | +6.1% | +31.9% | -25.8% | -4.0% |
| 3Y | +7.2% | +155.4% | -148.2% | -20.9% |
| 5Y | -37.0% | +250.6% | -287.6% | -58.0% |
| 10Y | +54.2% | +556.8% | -502.7% | -17.2% |
| All | +1,080.4% | +5,794.5% | -4,714.0% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling