+53.5%
CPAY vs CASY
+234.8%
-181.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.2% | +14.0% | +2.7% |
| 7D | -2.5% | -16.5% | +14.1% | +1.0% |
| 30D | +1.3% | -26.4% | +27.7% | +7.7% |
| 3M | +13.5% | -17.3% | +30.8% | +16.4% |
| 6M | +24.7% | -5.2% | +29.9% | +22.4% |
| YTD | +34.9% | +14.1% | +20.9% | +25.0% |
| 1Y | +29.7% | +16.6% | +13.1% | +19.0% |
| 3Y | +49.4% | +163.7% | -114.3% | +3.1% |
| 5Y | +53.5% | +231.3% | -177.8% | -4.0% |
| All | +53.5% | +234.8% | -181.3% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling