+305.8%
CME vs CASY
+565.2%
-259.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.7% |
| 7D | +2.5% | +5.8% | -3.4% | +1.1% |
| 30D | +13.9% | +10.7% | +3.2% | +11.3% |
| 3M | +22.4% | -13.9% | +36.2% | +26.1% |
| 6M | +12.9% | -18.4% | +31.3% | +17.3% |
| YTD | +19.6% | +29.6% | -10.0% | +10.7% |
| 1Y | +17.7% | +32.8% | -15.1% | +8.2% |
| 3Y | +65.3% | +162.3% | -96.9% | +23.7% |
| 5Y | +75.1% | +265.0% | -189.9% | +15.8% |
| 10Y | +305.8% | +555.4% | -249.6% | +129.4% |
| All | +305.8% | +565.2% | -259.4% | +129.4% |
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