+260.5%
CP vs CASY
+555.0%
-294.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.7% |
| 7D | +2.1% | +3.6% | -1.4% | +1.3% |
| 30D | +9.3% | +9.1% | +0.3% | +7.0% |
| 3M | +0.5% | -16.5% | +17.0% | +4.5% |
| 6M | +10.4% | -19.7% | +30.1% | +15.1% |
| YTD | +28.7% | +29.3% | -0.6% | +17.6% |
| 1Y | +33.2% | +33.1% | +0.1% | +20.4% |
| 3Y | +38.4% | +158.5% | -120.1% | +0.8% |
| 5Y | +26.2% | +266.7% | -240.5% | -19.0% |
| All | +260.5% | +555.0% | -294.5% | +98.8% |
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