-1.2%
CMI vs CASY
+31.8%
-33.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.7% |
| 7D | +1.5% | +2.5% | -1.0% | +1.5% |
| 30D | -14.0% | +10.2% | -24.2% | -14.1% |
| 3M | -28.3% | -15.7% | -12.6% | -27.7% |
| 6M | -34.9% | -18.4% | -16.5% | -31.4% |
| YTD | -9.9% | +28.3% | -38.1% | -12.2% |
| All | -1.2% | +31.8% | -33.0% | -3.0% |
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 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