+4,100.0%
CMG vs CASY
+3,525.9%
+574.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +7.1% | -11.3% | +18.5% | +11.1% |
| 3M | +31.2% | -0.6% | +31.8% | +29.8% |
| 6M | +0.7% | +10.7% | -10.0% | -4.1% |
| YTD | -0.1% | +37.1% | -37.2% | -11.5% |
| 1Y | -10.7% | +52.3% | -63.0% | -23.7% |
| 3Y | -4.7% | +215.2% | -219.9% | -37.3% |
| 5Y | -3.8% | +276.5% | -280.2% | -40.8% |
| 10Y | +352.5% | +508.4% | -155.9% | +122.9% |
| All | +4,100.0% | +3,525.9% | +574.1% | +821.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling