-38.6%
CPB vs CASY
+553.2%
-591.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +8.0% | +1.1% | +6.9% | +7.8% |
| 30D | +22.4% | +8.7% | +13.7% | +20.7% |
| 3M | +3.8% | -17.3% | +21.1% | +6.8% |
| 6M | +13.7% | -19.7% | +33.4% | +16.8% |
| YTD | -11.7% | +24.8% | -36.5% | -16.6% |
| 1Y | -18.1% | +31.9% | -50.0% | -23.5% |
| 3Y | -34.7% | +155.4% | -190.1% | -47.5% |
| 5Y | -30.6% | +250.6% | -281.1% | -48.3% |
| All | -38.6% | +553.2% | -591.8% | -59.5% |
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