+37.7%
CMI vs CASY
+15.3%
+22.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +0.8% | -17.2% | +18.1% | +1.2% |
| 30D | -12.8% | -24.4% | +11.6% | -12.3% |
| 3M | -12.4% | -31.4% | +19.0% | -11.9% |
| 6M | -0.9% | -8.9% | +8.0% | -1.8% |
| YTD | +8.9% | +13.8% | -5.0% | +10.0% |
| 1Y | +37.7% | +17.0% | +20.7% | +38.4% |
| All | +37.7% | +15.3% | +22.5% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling