+381.4%
CPB vs CASY
+33,031.0%
-32,649.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.2% |
| 3M | +2.5% | -17.3% | +19.8% | +4.6% |
| 6M | +12.2% | -19.7% | +31.9% | +14.5% |
| YTD | -12.8% | +24.8% | -37.6% | -15.9% |
| 1Y | -19.2% | +31.9% | -51.1% | -22.6% |
| 3Y | -35.6% | +155.4% | -190.9% | -43.6% |
| 5Y | -31.4% | +250.6% | -282.0% | -42.6% |
| 10Y | -37.9% | +556.8% | -594.8% | -52.3% |
| All | +381.4% | +33,031.0% | -32,649.6% | +147.6% |
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