+140.3%
CNI vs CASY
+555.0%
-414.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | +2.5% | +3.6% | -1.0% | +1.7% |
| 30D | +6.1% | +9.1% | -2.9% | +4.0% |
| 3M | +0.1% | -16.5% | +16.6% | +3.8% |
| 6M | +14.9% | -19.7% | +34.6% | +19.5% |
| YTD | +30.9% | +29.3% | +1.6% | +19.9% |
| 1Y | +33.9% | +33.1% | +0.8% | +21.6% |
| 3Y | +20.2% | +158.5% | -138.3% | -11.2% |
| 5Y | +8.2% | +266.7% | -258.5% | -29.0% |
| All | +140.3% | +555.0% | -414.7% | +37.4% |
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