+7,418.1%
CME vs CASY
+6,710.9%
+707.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.6% |
| 30D | +13.2% | +8.7% | +4.5% | +10.3% |
| 3M | +16.3% | -17.3% | +33.6% | +22.4% |
| 6M | +7.1% | -19.7% | +26.9% | +13.0% |
| YTD | +15.8% | +24.8% | -9.0% | +5.9% |
| 1Y | +17.1% | +31.9% | -14.8% | +5.1% |
| 3Y | +63.2% | +155.4% | -92.2% | +14.8% |
| 5Y | +70.2% | +250.6% | -180.4% | +5.5% |
| 10Y | +337.0% | +556.8% | -219.8% | +109.7% |
| All | +7,418.1% | +6,710.9% | +707.2% | +1,507.9% |
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