+285.1%
CME vs CASY
+568.7%
-283.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +6.2% | -11.3% | +17.6% | +9.1% |
| 3M | +10.4% | -0.6% | +11.1% | +9.9% |
| 6M | -9.5% | +10.7% | -20.2% | -12.5% |
| YTD | +6.0% | +37.1% | -31.1% | -2.7% |
| 1Y | +9.3% | +52.3% | -43.0% | -2.4% |
| 3Y | +57.7% | +215.2% | -157.5% | +12.3% |
| 5Y | +77.7% | +276.5% | -198.8% | +17.6% |
| All | +285.1% | +568.7% | -283.6% | +118.2% |
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