+256.9%
CP vs CASY
+565.2%
-308.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.6% |
| 7D | -0.7% | +5.8% | -6.5% | -2.0% |
| 30D | +9.6% | +10.7% | -1.1% | +6.9% |
| 3M | +2.2% | -13.9% | +16.1% | +5.5% |
| 6M | +11.1% | -18.4% | +29.5% | +15.4% |
| YTD | +28.2% | +29.6% | -1.5% | +17.0% |
| 1Y | +32.2% | +32.8% | -0.7% | +19.6% |
| 3Y | +35.5% | +162.3% | -126.7% | -1.7% |
| 5Y | +26.8% | +265.0% | -238.3% | -18.4% |
| 10Y | +256.9% | +555.4% | -298.4% | +98.6% |
| All | +256.9% | +565.2% | -308.2% | +98.6% |
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