+299.5%
CME vs CASY
+551.3%
-251.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.6% | +3.6% | -4.1% | -1.4% |
| 30D | +8.5% | +7.2% | +1.3% | +6.8% |
| 3M | +16.0% | -16.9% | +33.0% | +20.5% |
| 6M | +9.3% | -19.3% | +28.7% | +13.8% |
| YTD | +15.3% | +25.6% | -10.3% | +7.6% |
| 1Y | +14.4% | +30.2% | -15.7% | +5.7% |
| 3Y | +59.9% | +154.9% | -94.9% | +20.7% |
| 5Y | +69.4% | +252.1% | -182.7% | +13.4% |
| 10Y | +299.5% | +535.8% | -236.3% | +131.2% |
| All | +299.5% | +551.3% | -251.8% | +131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling