+17.8%
CP vs CASY
+215.7%
-197.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +0.2% | -11.3% | +11.5% | +1.4% |
| 3M | +2.6% | -0.6% | +3.2% | +2.2% |
| 6M | +6.0% | +10.7% | -4.7% | +3.8% |
| YTD | +24.9% | +37.1% | -12.2% | +18.9% |
| 1Y | +20.1% | +52.3% | -32.2% | +12.5% |
| All | +17.8% | +215.7% | -197.9% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling