+459.7%
CMS vs CASY
+36,294.0%
-35,834.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -3.6% | -11.3% | +7.7% | -1.8% |
| 3M | -1.9% | -0.6% | -1.3% | -2.4% |
| 6M | -11.0% | +10.7% | -21.7% | -13.1% |
| YTD | +0.2% | +37.1% | -36.9% | -5.6% |
| 1Y | -1.3% | +52.3% | -53.6% | -8.8% |
| 3Y | +35.9% | +215.2% | -179.3% | +9.9% |
| 5Y | +23.1% | +276.5% | -253.4% | -4.1% |
| 10Y | +117.9% | +508.4% | -390.4% | +54.5% |
| All | +459.7% | +36,294.0% | -35,834.4% | +113.7% |
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