+33.3%
CP vs CASY
+30.1%
+3.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +2.0% |
| 7D | +2.8% | +3.6% | -0.8% | +2.5% |
| 30D | +11.3% | +7.2% | +4.1% | +10.9% |
| 3M | +2.9% | -16.9% | +19.8% | +3.7% |
| 6M | +9.8% | -19.3% | +29.1% | +11.8% |
| YTD | +28.5% | +25.6% | +2.9% | +29.2% |
| All | +33.3% | +30.1% | +3.2% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling