+477.8%
CMS vs CASY
+33,122.1%
-32,644.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | +1.7% | +1.8% | -0.2% | +1.4% |
| 30D | +8.6% | +11.2% | -2.6% | +6.8% |
| 3M | -0.5% | -19.1% | +18.6% | +2.6% |
| 6M | -4.2% | -19.9% | +15.7% | -1.6% |
| YTD | +3.4% | +25.2% | -21.7% | -1.4% |
| 1Y | +0.4% | +31.6% | -31.2% | -5.1% |
| 3Y | +38.2% | +155.4% | -117.2% | +15.5% |
| 5Y | +35.4% | +251.5% | -216.1% | +6.4% |
| 10Y | +131.7% | +558.6% | -427.0% | +62.2% |
| All | +477.8% | +33,122.1% | -32,644.3% | +123.3% |
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 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