+16,075.0%
CMI vs CASY
+34,306.3%
-18,231.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.4% |
| 7D | -1.8% | +5.8% | -7.6% | -3.4% |
| 30D | -12.2% | +10.7% | -22.9% | -14.9% |
| 3M | -26.5% | -13.9% | -12.7% | -24.0% |
| 6M | -33.6% | -18.4% | -15.2% | -31.2% |
| YTD | -8.3% | +29.6% | -37.9% | -17.1% |
| 1Y | -1.3% | +32.8% | -34.1% | -11.6% |
| 3Y | +124.8% | +162.3% | -37.5% | +61.2% |
| 5Y | +119.9% | +265.0% | -145.2% | +41.1% |
| 10Y | +335.9% | +555.4% | -219.5% | +129.1% |
| All | +16,075.0% | +34,306.3% | -18,231.4% | +3,788.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling