+328.9%
CME vs CASY
+553.2%
-224.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.6% |
| 30D | +13.2% | +8.7% | +4.5% | +11.0% |
| 3M | +16.3% | -17.3% | +33.6% | +20.9% |
| 6M | +7.1% | -19.7% | +26.9% | +11.7% |
| YTD | +15.8% | +24.8% | -9.0% | +8.2% |
| 1Y | +17.1% | +31.9% | -14.8% | +7.8% |
| 3Y | +63.2% | +155.4% | -92.2% | +22.9% |
| 5Y | +70.2% | +250.6% | -180.4% | +13.9% |
| All | +328.9% | +553.2% | -224.3% | +149.5% |
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 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