+141.4%
CNI vs CASY
+550.0%
-408.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +1.0% | +2.5% | -1.5% | +0.5% |
| 30D | +7.5% | +10.2% | -2.8% | +5.1% |
| 3M | +1.7% | -15.7% | +17.4% | +5.2% |
| 6M | +15.4% | -18.4% | +33.8% | +19.5% |
| YTD | +31.5% | +28.3% | +3.2% | +20.7% |
| 1Y | +32.8% | +32.6% | +0.3% | +20.7% |
| 3Y | +21.7% | +159.5% | -137.8% | -10.3% |
| 5Y | +8.7% | +263.9% | -255.2% | -28.5% |
| All | +141.4% | +550.0% | -408.6% | +38.3% |
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 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