+11.0%
CNI vs CASY
+274.3%
-263.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.6% |
| 7D | +2.5% | -4.4% | +6.9% | +3.3% |
| 30D | -2.5% | -12.0% | +9.5% | -0.4% |
| 3M | +2.7% | -2.3% | +5.1% | +2.3% |
| 6M | +16.9% | +10.5% | +6.4% | +13.0% |
| YTD | +26.3% | +33.0% | -6.7% | +17.1% |
| 1Y | +31.1% | +41.1% | -10.0% | +19.7% |
| 3Y | +21.1% | +207.5% | -186.4% | -12.2% |
| 5Y | +11.0% | +290.7% | -279.7% | -26.2% |
| All | +11.0% | +274.3% | -263.3% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling