+1,860.4%
CNP vs CASY
+33,031.0%
-31,170.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -4.2% | +1.1% | -5.3% | -4.4% |
| 30D | +5.5% | +8.7% | -3.2% | +4.0% |
| 3M | +0.6% | -17.3% | +17.9% | +3.4% |
| 6M | -2.8% | -19.7% | +16.9% | -0.1% |
| YTD | +7.9% | +24.8% | -17.0% | +2.6% |
| 1Y | +6.7% | +31.9% | -25.2% | +0.4% |
| 3Y | +61.1% | +155.4% | -94.2% | +33.6% |
| 5Y | +73.0% | +250.6% | -177.6% | +34.8% |
| 10Y | +141.9% | +556.8% | -415.0% | +69.5% |
| All | +1,860.4% | +33,031.0% | -31,170.6% | +786.2% |
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 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