+7,604.2%
CP vs CASY
+33,031.0%
-25,426.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.8% | +1.1% | +1.7% | +2.6% |
| 30D | +10.2% | +8.7% | +1.5% | +8.5% |
| 3M | +2.4% | -17.3% | +19.7% | +5.6% |
| 6M | +7.7% | -19.7% | +27.4% | +11.0% |
| YTD | +26.0% | +24.8% | +1.2% | +19.1% |
| 1Y | +34.6% | +31.9% | +2.7% | +25.8% |
| 3Y | +26.7% | +155.4% | -128.7% | +2.8% |
| 5Y | +24.9% | +250.6% | -225.7% | -5.4% |
| 10Y | +258.6% | +556.8% | -298.2% | +137.4% |
| All | +7,604.2% | +33,031.0% | -25,426.8% | +2,862.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling