+322.3%
CMG vs CASY
+468.0%
-145.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.2% | +11.7% | +1.2% |
| 7D | -6.5% | -16.5% | +10.1% | -2.2% |
| 30D | +12.1% | -26.4% | +38.5% | +21.0% |
| 3M | +20.6% | -17.3% | +37.9% | +25.1% |
| 6M | +2.1% | -5.2% | +7.3% | +1.5% |
| YTD | -2.6% | +14.1% | -16.7% | -8.3% |
| 1Y | -8.7% | +16.6% | -25.3% | -14.6% |
| 3Y | -7.4% | +163.7% | -171.1% | -32.5% |
| 5Y | -5.7% | +231.3% | -237.0% | -35.9% |
| 10Y | +322.3% | +462.9% | -140.5% | +134.6% |
| All | +322.3% | +468.0% | -145.7% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling