+3,981.8%
CMG vs CASY
+3,252.8%
+729.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +8.0% | +5.0% | +3.0% | +6.4% |
| 30D | +13.7% | +8.2% | +5.5% | +10.8% |
| 3M | +11.8% | -18.2% | +29.9% | +18.3% |
| 6M | +10.6% | -18.6% | +29.2% | +15.9% |
| YTD | -2.9% | +26.8% | -29.7% | -12.3% |
| 1Y | +17.8% | +31.6% | -13.8% | +5.1% |
| 3Y | -15.3% | +156.5% | -171.8% | -40.5% |
| 5Y | -0.9% | +258.6% | -259.5% | -38.3% |
| 10Y | +358.4% | +550.3% | -191.9% | +119.8% |
| All | +3,981.8% | +3,252.8% | +729.0% | +813.0% |
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