+167.0%
CMI vs CASY
+234.8%
-67.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.2% | +13.0% | +1.5% |
| 7D | +0.7% | -16.5% | +17.2% | +4.0% |
| 30D | -12.3% | -26.4% | +14.1% | -7.2% |
| 3M | -16.8% | -17.3% | +0.5% | -15.0% |
| 6M | +1.5% | -5.2% | +6.7% | +0.2% |
| YTD | +9.8% | +14.1% | -4.3% | +3.5% |
| 1Y | +42.6% | +16.6% | +26.0% | +33.1% |
| 3Y | +151.0% | +163.7% | -12.7% | +80.3% |
| 5Y | +167.0% | +231.3% | -64.3% | +74.3% |
| All | +167.0% | +234.8% | -67.8% | +74.3% |
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