+136.2%
CMS vs CASY
+550.0%
-413.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -1.3% | +2.5% | -3.7% | -1.8% |
| 30D | +5.3% | +10.2% | -5.0% | +3.2% |
| 3M | -0.3% | -15.7% | +15.4% | +2.7% |
| 6M | -4.0% | -18.4% | +14.3% | -1.0% |
| YTD | +2.1% | +28.3% | -26.1% | -5.0% |
| 1Y | -4.7% | +32.6% | -37.3% | -12.2% |
| 3Y | +36.8% | +159.5% | -122.7% | +4.6% |
| 5Y | +34.9% | +263.9% | -229.0% | -7.6% |
| All | +136.2% | +550.0% | -413.8% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling