+65.3%
CME vs CASY
+162.5%
-97.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +2.0% |
| 7D | +2.5% | +5.8% | -3.4% | +1.9% |
| 30D | +13.9% | +10.7% | +3.2% | +12.8% |
| 3M | +22.4% | -13.9% | +36.2% | +23.8% |
| 6M | +12.9% | -18.4% | +31.3% | +14.0% |
| YTD | +19.6% | +29.6% | -10.0% | +18.1% |
| 1Y | +17.7% | +32.8% | -15.1% | +16.1% |
| All | +65.3% | +162.5% | -97.2% | +60.1% |
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