+1,428.0%
CPAY vs CASY
+1,976.0%
-548.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +5.5% | -11.3% | +16.9% | +9.3% |
| 3M | +16.6% | -0.6% | +17.2% | +15.0% |
| 6M | +26.7% | +10.7% | +15.9% | +20.0% |
| YTD | +38.4% | +37.1% | +1.2% | +21.7% |
| 1Y | +30.1% | +52.3% | -22.2% | +10.1% |
| 3Y | +52.6% | +215.2% | -162.6% | -1.8% |
| 5Y | +59.0% | +276.5% | -217.5% | -5.0% |
| 10Y | +148.4% | +508.4% | -360.0% | +24.4% |
| All | +1,428.0% | +1,976.0% | -548.0% | +408.4% |
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