+139.8%
CNP vs CASY
+551.3%
-411.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -4.3% | +3.6% | -7.9% | -5.3% |
| 30D | +5.7% | +7.2% | -1.5% | +3.6% |
| 3M | +0.9% | -16.9% | +17.8% | +5.6% |
| 6M | -1.1% | -19.3% | +18.3% | +3.5% |
| YTD | +8.3% | +25.6% | -17.4% | -2.0% |
| 1Y | +5.9% | +30.2% | -24.2% | -5.4% |
| 3Y | +64.6% | +154.9% | -90.2% | +13.0% |
| 5Y | +74.6% | +252.1% | -177.5% | +3.4% |
| 10Y | +139.8% | +535.8% | -396.0% | +19.2% |
| All | +139.8% | +551.3% | -411.5% | +19.2% |
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 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