+257.6%
CP vs CASY
+551.3%
-293.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.9% |
| 7D | +2.8% | +3.6% | -0.8% | +1.9% |
| 30D | +11.3% | +7.2% | +4.1% | +9.4% |
| 3M | +2.9% | -16.9% | +19.8% | +7.0% |
| 6M | +9.8% | -19.3% | +29.1% | +14.2% |
| YTD | +28.5% | +25.6% | +2.9% | +18.3% |
| 1Y | +33.5% | +30.2% | +3.3% | +21.4% |
| 3Y | +31.9% | +154.9% | -122.9% | -3.5% |
| 5Y | +25.5% | +252.1% | -226.6% | -18.4% |
| 10Y | +257.6% | +535.8% | -278.3% | +102.6% |
| All | +257.6% | +551.3% | -293.7% | +102.6% |
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