+361.4%
CMG vs CASY
+565.2%
-203.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.4% |
| 7D | +4.1% | +5.8% | -1.7% | +2.6% |
| 30D | +20.5% | +10.7% | +9.8% | +17.2% |
| 3M | +14.5% | -13.9% | +28.4% | +18.5% |
| 6M | +14.8% | -18.4% | +33.2% | +19.6% |
| YTD | -1.0% | +29.6% | -30.6% | -10.0% |
| 1Y | +22.9% | +32.8% | -9.9% | +10.9% |
| 3Y | -13.6% | +162.3% | -175.9% | -36.7% |
| 5Y | +0.9% | +265.0% | -264.1% | -33.4% |
| 10Y | +361.4% | +555.4% | -194.0% | +150.9% |
| All | +361.4% | +565.2% | -203.8% | +150.9% |
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 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