+503.2%
CMI vs CASY
+453.5%
+49.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.2% | +1.8% |
| 7D | -0.7% | -18.6% | +17.9% | +5.0% |
| 30D | -12.4% | -26.6% | +14.3% | -4.6% |
| 3M | -14.8% | -32.8% | +18.0% | -5.0% |
| 6M | +0.8% | -10.0% | +10.8% | +1.2% |
| YTD | +10.2% | +11.6% | -1.4% | +2.9% |
| 1Y | +37.4% | +11.5% | +25.9% | +27.8% |
| 3Y | +153.3% | +160.7% | -7.4% | +68.6% |
| 5Y | +167.6% | +232.4% | -64.8% | +59.3% |
| All | +503.2% | +453.5% | +49.7% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling