+6,476.9%
CNI vs CASY
+11,313.5%
-4,836.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -3.3% | -11.3% | +8.1% | -0.8% |
| 3M | +3.8% | -0.6% | +4.4% | +3.0% |
| 6M | +12.7% | +10.7% | +1.9% | +8.7% |
| YTD | +26.3% | +37.1% | -10.8% | +15.9% |
| 1Y | +29.9% | +52.3% | -22.4% | +16.1% |
| 3Y | +15.9% | +215.2% | -199.2% | -14.2% |
| 5Y | +6.9% | +276.5% | -269.5% | -24.7% |
| 10Y | +126.8% | +508.4% | -381.6% | +39.1% |
| All | +6,476.9% | +11,313.5% | -4,836.6% | +2,096.0% |
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