+6,781.2%
CME vs CASY
+7,381.7%
-600.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +6.2% | -11.3% | +17.6% | +10.1% |
| 3M | +10.4% | -0.6% | +11.1% | +9.7% |
| 6M | -9.5% | +10.7% | -20.2% | -13.5% |
| YTD | +6.0% | +37.1% | -31.1% | -5.3% |
| 1Y | +9.3% | +52.3% | -43.0% | -5.8% |
| 3Y | +57.7% | +215.2% | -157.5% | +3.8% |
| 5Y | +77.7% | +276.5% | -198.8% | +8.2% |
| 10Y | +281.2% | +508.4% | -227.1% | +89.0% |
| All | +6,781.2% | +7,381.7% | -600.5% | +1,337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling