-5.0%
CMG vs CASY
+209.8%
-214.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.6% |
| 7D | -1.5% | -4.4% | +2.9% | -0.6% |
| 30D | +12.7% | -12.0% | +24.8% | +15.7% |
| 3M | +26.3% | -2.3% | +28.6% | +25.7% |
| 6M | +4.5% | +10.5% | -6.0% | +0.2% |
| YTD | -0.1% | +33.0% | -33.1% | -9.0% |
| 1Y | -6.8% | +41.1% | -47.9% | -16.4% |
| 3Y | -5.0% | +207.5% | -212.5% | -24.0% |
| All | -5.0% | +209.8% | -214.8% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling