-45.0%
CPB vs CASY
+549.1%
-594.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.3% |
| 7D | -8.2% | -4.4% | -3.9% | -7.6% |
| 30D | -5.6% | -12.0% | +6.4% | -3.6% |
| 3M | +3.0% | -2.3% | +5.3% | +2.6% |
| 6M | -12.7% | +10.5% | -23.2% | -15.2% |
| YTD | -18.0% | +33.0% | -51.0% | -23.1% |
| 1Y | -31.7% | +41.1% | -72.9% | -36.8% |
| 3Y | -41.0% | +207.5% | -248.5% | -54.3% |
| 5Y | -38.4% | +290.7% | -329.1% | -55.1% |
| 10Y | -45.0% | +556.5% | -601.4% | -64.2% |
| All | -45.0% | +549.1% | -594.0% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling