-5.7%
CMG vs CASY
+234.8%
-240.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.2% | +11.7% | +1.6% |
| 7D | -6.5% | -16.5% | +10.1% | -1.8% |
| 30D | +12.1% | -26.4% | +38.5% | +22.0% |
| 3M | +20.6% | -17.3% | +37.9% | +25.4% |
| 6M | +2.1% | -5.2% | +7.3% | +0.7% |
| YTD | -2.6% | +14.1% | -16.7% | -10.3% |
| 1Y | -8.7% | +16.6% | -25.3% | -16.6% |
| 3Y | -7.4% | +163.7% | -171.1% | -39.6% |
| 5Y | -5.7% | +231.3% | -237.0% | -47.2% |
| All | -5.7% | +234.8% | -240.5% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling