-41.5%
CPB vs CASY
+556.9%
-598.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.6% |
| 7D | -4.1% | +5.8% | -9.9% | -5.0% |
| 30D | +16.9% | +10.7% | +6.2% | +15.0% |
| 3M | -0.6% | -13.9% | +13.3% | +1.6% |
| 6M | +11.4% | -18.4% | +29.8% | +14.2% |
| YTD | -14.8% | +29.6% | -44.5% | -20.0% |
| 1Y | -24.8% | +32.8% | -57.6% | -29.7% |
| 3Y | -36.6% | +162.3% | -198.9% | -49.1% |
| 5Y | -33.3% | +265.0% | -298.4% | -50.6% |
| All | -41.5% | +556.9% | -598.3% | -60.9% |
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