+119.9%
CMI vs CASY
+265.4%
-145.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.6% |
| 7D | -1.8% | +5.8% | -7.6% | -2.8% |
| 30D | -12.2% | +10.7% | -22.9% | -13.9% |
| 3M | -26.5% | -13.9% | -12.7% | -24.7% |
| 6M | -33.6% | -18.4% | -15.2% | -31.3% |
| YTD | -8.3% | +29.6% | -37.9% | -15.7% |
| 1Y | -1.3% | +32.8% | -34.1% | -10.0% |
| 3Y | +124.8% | +162.3% | -37.5% | +64.9% |
| 5Y | +119.9% | +265.0% | -145.2% | +39.8% |
| All | +119.9% | +265.4% | -145.5% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling