+10.1%
CME vs CASY
+42.6%
-32.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.6% |
| 7D | -2.9% | -4.4% | +1.5% | -2.1% |
| 30D | +5.5% | -12.0% | +17.6% | +7.7% |
| 3M | +11.0% | -2.3% | +13.3% | +11.3% |
| 6M | -9.7% | +10.5% | -20.2% | -10.4% |
| YTD | +4.9% | +33.0% | -28.2% | +0.6% |
| 1Y | +10.1% | +41.1% | -31.1% | +4.3% |
| All | +10.1% | +42.6% | -32.5% | +4.3% |
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