+15.8%
CME vs CASY
+31.3%
-15.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +1.7% | +5.0% | -3.3% | +0.8% |
| 30D | +10.2% | +8.2% | +2.0% | +8.8% |
| 3M | +17.8% | -18.2% | +36.0% | +21.2% |
| 6M | +11.0% | -18.6% | +29.6% | +12.8% |
| YTD | +17.0% | +26.8% | -9.8% | +13.5% |
| 1Y | +15.8% | +31.6% | -15.8% | +12.4% |
| All | +15.8% | +31.3% | -15.5% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling