+6,716.6%
CNI vs CASY
+10,659.5%
-3,942.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 6M | +14.9% | -19.7% | +34.6% | +19.1% |
| YTD | +30.9% | +29.3% | +1.6% | +21.2% |
| 1Y | +33.9% | +33.1% | +0.8% | +23.0% |
| 3Y | +20.2% | +158.5% | -138.3% | -7.1% |
| 5Y | +8.2% | +266.7% | -258.5% | -23.7% |
| 10Y | +142.2% | +553.5% | -411.3% | +45.8% |
| All | +6,716.6% | +10,659.5% | -3,942.9% | +2,195.8% |
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