-24.8%
CPB vs CASY
+34.1%
-58.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.4% |
| 7D | -4.1% | +5.8% | -9.9% | -4.4% |
| 30D | +16.9% | +10.7% | +6.2% | +16.3% |
| 3M | -0.6% | -13.9% | +13.3% | -0.1% |
| 6M | +11.4% | -18.4% | +29.8% | +12.5% |
| YTD | -14.8% | +29.6% | -44.5% | -20.6% |
| 1Y | -24.8% | +32.8% | -57.6% | -30.4% |
| All | -24.8% | +34.1% | -58.8% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling