-6.7%
CMG vs CASY
+15.3%
-21.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.8% | -17.2% | +13.4% | -0.9% |
| 30D | +12.9% | -24.4% | +37.3% | +18.1% |
| 3M | +18.8% | -31.4% | +50.2% | +26.6% |
| 6M | +4.1% | -8.9% | +13.0% | +0.5% |
| YTD | -2.4% | +13.8% | -16.2% | -16.1% |
| 1Y | -6.7% | +17.0% | -23.6% | -23.5% |
| All | -6.7% | +15.3% | -21.9% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling