+1,573.4%
CPAY vs CASY
+1,842.1%
-268.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | +2.0% | +2.5% | -0.5% | +1.3% |
| 30D | +14.3% | +10.2% | +4.0% | +10.9% |
| 3M | +11.3% | -15.7% | +27.0% | +16.4% |
| 6M | +34.8% | -18.4% | +53.2% | +40.5% |
| YTD | +51.5% | +28.3% | +23.3% | +35.3% |
| 1Y | +59.0% | +32.6% | +26.5% | +40.1% |
| 3Y | +97.2% | +159.5% | -62.3% | +35.2% |
| 5Y | +88.8% | +263.9% | -175.1% | +13.3% |
| 10Y | +217.3% | +548.5% | -331.2% | +56.2% |
| All | +1,573.4% | +1,842.1% | -268.6% | +464.8% |
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 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