+39.9%
CMS vs CASY
+154.8%
-114.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | +1.7% | +1.8% | -0.2% | +1.5% |
| 30D | +8.6% | +11.2% | -2.6% | +7.8% |
| 3M | -0.5% | -19.1% | +18.6% | +0.8% |
| 6M | -4.2% | -19.9% | +15.7% | -3.1% |
| YTD | +3.4% | +25.2% | -21.7% | +1.2% |
| 1Y | +0.4% | +31.6% | -31.2% | -2.1% |
| All | +39.9% | +154.8% | -114.9% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling