+63.2%
CME vs CASY
+154.1%
-90.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.8% |
| 30D | +13.2% | +8.7% | +4.5% | +12.3% |
| 3M | +16.3% | -17.3% | +33.6% | +18.1% |
| 6M | +7.1% | -19.7% | +26.9% | +8.5% |
| YTD | +15.8% | +24.8% | -9.0% | +14.9% |
| 1Y | +17.1% | +31.9% | -14.8% | +15.8% |
| 3Y | +63.2% | +155.4% | -92.2% | +57.9% |
| All | +63.2% | +154.1% | -90.9% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling